Interest Rates Derivatives

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

• Overall interest rate notionals increased 2%, while trade counts decreased 6%
• Both cleared notionals and trade counts were up, 10% and 9% 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

• Both overall interest rate notionals and trade counts rose, 27% and 11% respectively
• Cleared notionals and trade counts increased, 41% and 21% respectively
• Both SEF notionals and trade counts increased, 16% and 4% respectively
• 82% of total notional was cleared vs. 75%
• 55% of total notional was executed On SEF vs. 60%

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 27% and 36% respectively
• Both SEF notionals and trade counts increased, 37% and 46% respectively
• 81% of total notional was cleared vs. 80%
• 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Overall CDS notionals decreased 11% while trade counts increased 3%
• Cleared notionals were down 7%, while trade counts were up 8%
• SEF notionals were flat, while trade counts rose 15%
• 82% of total notional was cleared vs. 78%
• 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional