Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Both overall interest rate notionals and trade counts increased 16% and 1% respectively
- Both cleared notionals and trade counts were up 25% and 10% respectively
- Both SEF notionals and trade counts increased 12% and 6% respectively
- 84% of total notional was cleared vs. 78%
- 55% of total notional was executed On SEF vs. 57%
2016 current week vs. 2015 current week
- Overall interest rate notionals increased 12%, while trade counts decreased 6%
- Both cleared notionals and trade counts increased 32% and 18% respectively
- Both SEF notionals and trade counts were up 12%
- 82% of total notional was cleared vs. 70%
- 51% of total notional was executed On SEF, flat with last year
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
2016 year-to-date vs. 2015 year-to-date
- Overall CDS notionals remained flat, while trade counts were up 7%
- Both cleared notionals and trade counts increased 4% and 7% respectively
- Both SEF notionals and trade counts increased 7% and 10% respectively
- 82% of total notional was cleared vs. 79%
- 76% of total notional was executed On SEF vs. 72%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 20% and 22% respectively
- Both cleared notionals and trade counts were down 18% and 20% respectively
- Both SEF notionals and trade counts decreased 18% and 21% respectively
- 83% of total notional was cleared vs. 81%
- 78% of total notional was executed On SEF vs. 76%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
