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 11% and 5% 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 decreased 2% and 3% respectively
- Cleared notionals remained flat, while trade counts decreased 3%
- Both SEF notionals and trade counts decreased 8% and 5% respectively
- 84% of total notional was cleared vs. 82%
- 52% of total notional was executed On SEF vs. 55%
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. 72%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts increased 17% and 6% respectively
- Both cleared notionals and trade counts were up 17% and 19% respectively
- Both SEF notionals and trade counts increased 14% and 11% respectively
- 77% of total notional was cleared, flat with last year
- 74% of total notional was executed On SEF vs. 76%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
