Interest Rates Derivatives

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

• Overall interest rate notionals increased 1%, while trade counts decreased 8%
• Both cleared notionals and trade counts were up 9% and 8% respectively
• SEF notionals were flat, while trade counts increased 3%
• 82% of total notional was cleared vs. 76%
• 57% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

• Overall interest rate notionals increased 5%, while trade counts decreased 17%
• Both cleared notionals and trade counts were up 22% and 11% respectively
• Both SEF notionals and trade counts increased 12% and 2% respectively
• 84% of total notional was cleared vs. 72%
• 58% of total notional was executed On SEF vs. 54%

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 44% respectively
• Both cleared notionals and trade counts were up 36% and 42% respectively
• Both SEF notionals and trade counts increased 48% and 53% respectively
• 81% of total notional was cleared vs. 80%
• 77% 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 33% and 36% respectively
• Both cleared notionals and trade counts were up 28% and 29% respectively
• Both SEF notionals and trade counts were up 36%
• 74% of total notional was cleared vs. 77%
• 71% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional