Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

• Both overall interest rate notionals decreased 1% and 9% respectively
• Both cleared notionals and trade counts were up 7% and 6% respectively
• Both SEF notionals and trade counts decreased 2% and 1% respectively
• 83% of total notional was cleared vs. 77%
• 57% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts decreased 14% and 17% respectively
• Cleared notionals decreased 6%, while trade counts increased 2%
• Both SEF notionals and trade counts decreased 17% and 21% respectively
• 85% of total notional was cleared vs. 78%
• 59% of total notional was executed On SEF vs. 61%

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 25% and 36% respectively
• Both cleared notionals and trade counts were up 26% and 34% respectively
• Both SEF notionals and trade counts increased 37% and 44% respectively
• 81% of total notional was cleared, flat with last year
• 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were down 14% and 17% respectively
• Cleared notionals were down 6%, while trade counts were up 2%
• Both SEF notionals and trade counts were down 17% and 21%
• 82% of total notional was cleared vs. 83%
• 77% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional