Interest Rates Derivatives

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

€¢ Overall interest rate notionals were down 19%, while trade counts increased 8%
€¢ Both cleared notionals and trade counts were down 26% and 1% respectively
€¢ SEF notionals were down 18%, while trade counts were up 12%
€¢ 71% of total notional was cleared vs. 78%
€¢ 53% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

€¢ Overall interest rate notionals were down 27%, while trade counts were up 8%
€¢ Both cleared notionals and trade counts were down 37% and 6% respectively
€¢ SEF notionals were down 39%, while trade counts were up 8%
€¢ 70% of total notional was cleared vs. 82%
€¢ 46% of total notional was executed On SEF vs. 55%

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Credit Default Swaps

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

€¢ Overall CDS notionals were down 11%, while trade counts were up 2%
€¢ Both cleared notionals and trade counts were up 18% and 33% respectively
€¢ Both SEF notionals and trade counts were up 45% and 58% respectively
€¢ 80% of total notional was cleared vs. 60%
€¢ 70% of total notional was executed On SEF vs. 43%

2015 current week vs. 2014 current week

€¢ Overall CDS notionals and trade counts were down 22% and 13% respectively
€¢ Both cleared notionals and trade counts were down 12% and 7% respectively
€¢ Both SEF notionals and trade counts were down 11% and 8% respectively
€¢ 82% of total notional was cleared vs. 73%
€¢ 74% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional