Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 3% respectively
- Both cleared notionals and trade counts were up 25% and 12% respectively
- Both SEF notionals and trade counts increased 11% and 7% 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 53% and 31% respectively
- Both cleared notionals and trade counts were up 69% and 42% respectively
- Both SEF notionals and trade counts increased 42% and 31% respectively
- 89% of total notional was cleared vs. 81%
- 59% of total notional was executed On SEF vs. 64%
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 2% and 6% respectively
- Both cleared notionals and trade counts increased 5% and 8% 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. 72%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 25% and 26% respectively
- Both cleared notionals and trade counts were down 29% and 28% respectively
- Both SEF notionals and trade counts decreased 35%
- 79% of total notional was cleared vs. 78%
- 72% of total notional was executed On SEF vs. 78%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
