Interest Rates Derivatives

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

  • Overall interest rate notionals increased 8%, while trade counts decreased 5%
  • Both cleared notionals and trade counts were up 17% and 7% respectively
  • Both SEF notionals and trade counts increased 7% and 2% respectively
  • 82% of total notional was cleared vs. 76%
  • 56% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 5%, while trade counts decreased 31%
  • Cleared notionals increased 10%, while trade counts decreased 29%
  • SEF notionals rose 3%, while trade counts decreased 26%
  • 83% of total notional was cleared vs. 79%
  • 55% of total notional was executed On SEF vs. 56%

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 18% and 28% respectively
  • Both cleared notionals and trade counts increased 22% and 29% respectively
  • Both SEF notionals and trade counts increased 30% and 37% respectively
  • 82% of total notional was cleared vs. 79%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 54% and 45% respectively
  • Both cleared notionals and trade counts were down 48% and 43% respectively
  • Both SEF notionals and trade counts decreased 48% and 43% respectively
  • 79% of total notional was cleared vs. 70%
  • 73% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional