Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 1% respectively
- Both cleared notionals and trade counts were up 25% and 11% respectively
- Both SEF notionals and trade counts increased 12% 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 48% and 33% respectively
- Both cleared notionals and trade counts increased 52% and 41% respectively
- Both SEF notionals and trade counts were up 23% and 37% respectively
- 84% of total notional was cleared vs. 82%
- 51% of total notional was executed On SEF vs. 61%
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 3% and 9% respectively
- Both cleared notionals and trade counts increased 6% and 10% respectively
- Both SEF notionals and trade counts increased 10% and 13% 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 18% and 19% respectively
- Both cleared notionals and trade counts were down 20% and 24% respectively
- Both SEF notionals and trade counts decreased 25% and 28% respectively
- 81% of total notional was cleared vs. 84%
- 72% of total notional was executed On SEF vs. 79%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
