Interest Rates Derivatives

2015 year-to-date vs. 2014 year-to-date

• Overall interest rate notionals decreased 4%, while trade counts increased 20%
• Cleared notionals decreased 7%, while trade counts were up 21%
• Both SEF notionals and trade counts were up 3% and 28% respectively
• 76% of total notional was cleared vs. 79%
• 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Overall interest rate notionals were down 15%, while trade counts were up 9%
• Cleared notionals were down 12%, while trade counts were up 20%
• SEF notionals were down 7%, while trade counts were up 14%
• 82% of total notional was cleared vs. 79%
• 58% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2015 year-to-date vs. 2014 year-to-date

• Overall CDS notionals were down 10%, while trade counts were up 3%
• Both cleared notionals and trade counts were up 5% and 19% respectively
• Both SEF notionals and trade counts were up 20% and 31% respectively
• 78% of total notional was cleared vs. 67%
• 68% of total notional was executed On SEF vs. 51%

2015 current week vs. 2014 current week

• Both CDS notionals and trade counts were up 36% and 41% respectively
• Both cleared notionals and trade counts were up 26% and 42% respectively
• Both SEF notionals and trade counts were up 12% and 41% respectively
• 68% of total notional was cleared vs. 73%
• 51% of total notional was executed On SEF vs. 62%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional