Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 15% and 1% respectively
• Both cleared notionals and trade counts were up 24% and 10% respectively
• Both SEF notionals and trade counts increased 10% 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

• Both overall interest rate notionals and trade counts increased 22% and 28% respectively
• Both cleared notionals and trade counts were up 29% and 33% respectively
• SEF notionals decreased 9%, while trade counts increased 20%
• 85% of total notional was cleared vs. 80%
• 47% of total notional was executed On SEF vs. 62%

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 1% and 6% respectively
• Both cleared notionals and trade counts increased 5% and 8% respectively
• Both SEF notionals and trade counts increased 8% and 11% respectively
• 81% 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 increased 63% and 48% respectively
• Both cleared notionals and trade counts were up 70% and 59% respectively
• Both SEF notionals and trade counts increased 59% and 50% respectively
• 83% of total notional was cleared vs. 79%
• 78% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional