Interest Rates Derivatives

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

• Overall interest rate notionals increased 7%, while trade counts decreased 5%
• Both cleared notionals and trade counts were up 15% and 9% respectively
• Both SEF notionals and trade counts increased 4% and 2% respectively
• 83% 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 rose 24%, while trade counts decreased 18%
• Cleared notionals increased 33%, while trade counts decreased 13%
• SEF notionals rose 45%, while trade counts decreased 9%
• 85% of total notional was cleared vs. 79%
• 65% of total notional was executed On SEF vs. 56%

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 23% and 33% respectively
• Both cleared notionals and trade counts increased 26% and 33% respectively
• Both SEF notionals and trade counts increased 35% and 42% respectively
• 82% of total notional was cleared vs. 80%
• 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts decreased 4% and 5% respectively
• Cleared notionals were up 4%, while trade counts were down 1%
• SEF notionals increased 6%, while trade counts remained flat
• 84% of total notional was cleared vs. 76%
• 80% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional