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%
• SEF notionals decreased 2%, while trade counts increased 2%
• 82% of total notional was cleared, vs. 77%
• 56% of total notional was executed On SEF vs. 58% last year

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts increased 32% and 23% respectively
• Both cleared notionals and trade counts were up 34% and 31% respectively
• Both SEF notionals and trade counts increased 24% and 29% respectively
• 80% of total notional was cleared vs. 79%
• 53% of total notional was executed On SEF vs. 57%

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Credit Default Swaps

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

• Both overall CDS notionals and trade counts were up 27% and 38% respectively
• Both cleared notionals and trade counts were up 29% and 37% respectively
• Both SEF notionals and trade counts increased 39% and 48% respectively
• 81% of total notional was cleared vs. 81%
• 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts increased 57% and 80% respectively
• Both cleared notionals and trade counts were up 83% and 116% respectively
• Both SEF notionals and trade counts were up 92% and 129% respectively
• 85% of total notional was cleared vs. 73%
• 81% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional