Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Both overall interest rate notionals and trade counts increased 16% and 2% respectively
- Both cleared notionals and trade counts were up 24% and 11% 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 45% and 49% respectively
- Both cleared notionals and trade counts were up 50% and 63% respectively
- Both SEF notionals and trade counts increased 25% and 47% respectively
- 82% of total notional was cleared vs. 80%
- 54% of total notional was executed On SEF vs. 63%
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 7% 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 27% and 19% respectively
- Both cleared notionals and trade counts were up 29%
- Both SEF notionals and trade counts increased 16% and 11% respectively
- 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
