Interest Rates Derivatives

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

• Overall interest rate notionals and trade count increased 16% and 1% respectively
• Both cleared notionals and trade counts were up 24% and 10% respectively
• Both SEF notionals and trade counts increased 11% 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 10% and trade counts increased 13%
• Cleared notionals increased 21% and trade counts increased 20%
• SEF notionals decreased 5%, while trade counts were up 5%
• 86% of total notional was cleared vs. 78%
• 52% of total notional was executed On SEF vs. 60%

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 6%
• Both cleared notionals and trade counts increased 3% and 7% respectively
• Both SEF notionals and trade counts increased 7% and 10% respectively
• 81% of total notional was cleared vs. 79%
• 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts decreased 16% and 15% respectively
• Cleared notionals were down 4%, while trade count was up 2% respectively
• SEF notionals decreased 4%, while trade count increased 2% respectively
• 77% of total notional was cleared vs. 68%
• 72% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional