Interest Rates Derivatives

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

  • Overall interest rate notionals increased 15%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 23% and 9% respectively
  • Both SEF notionals and trade counts increased 11% and 4% respectively
  • 83% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 5% and 9% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • SEF notionals were down 10%, while trade counts increased 7%
  • 83% of total notional was cleared vs. 82%
  • 51% of total notional was executed On SEF vs. 59%

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 3% and 10% respectively
  • Both cleared notionals and trade counts increased 7% and 11% respectively
  • Both SEF notionals and trade counts increased 12% and 15% respectively
  • 81% of total notional was cleared vs. 78%
  • 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Overall CDS notionals increased 6%, while trade counts decreased 5%
  • Cleared notionals were up 15%, while trade counts were down 3%
  • SEF notionals increased 16%, while trade counts decreased 6%
  • 83% of total notional was cleared vs. 76%
  • 78% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional