Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 1%, while trade counts decreased 7%
- Both cleared notionals and trade counts were up 8% and 7% respectively
- SEF notionals decreased 1%, while trade counts increased 2%
- 82% of total notional was cleared, vs. 77%
- 56% of total notional was executed On SEF, vs. 58%
2016 current week vs. 2015 current week
• Overall interest rate notionals decreased 18%, while trade counts remained flat
• Cleared notionals were down 18%, while trade counts were up 10%
• Both SEF notionals and trade counts decreased 24% and 1% respectively
• 80% of total notional was cleared, flat with last year
• 54% of total notional was executed On SEF vs. 58%
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
2016 year-to-date vs. 2015 year-to-date
• Both overall CDS notionals and trade counts were up 35% and 42% respectively
• Both cleared notionals and trade counts were up 36% and 40% respectively
• Both SEF notionals and trade counts increased 49% and 51% respectively
• 82% of total notional was cleared vs. 81%
• 78% of total notional was executed On SEF vs. 70%
2016 current week vs. 2015 current week
• Both overall CDS notionals and trade counts were up 53% and 69% respectively
• Both cleared notionals and trade counts were up 44% and 56% respectively
• Both SEF notionals and trade counts were up 59% and 80% respectively
• 79% of total notional was cleared vs. 84%
• 74% of total notional was executed On SEF vs. 71%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
