Interest Rates Derivatives

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

• Overall interest rate notionals increased 9%, while trade counts decreased 5%
• Both cleared notionals and trade counts were up 18% and 8% respectively
• Both SEF notionals and trade counts increased 8% and 2% respectively
• 83% of total notional was cleared vs. 76%
• 56% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts increased 29% and 2% respectively
• Both cleared notionals and trade counts increased 44% and 11% respectively
• Both SEF notionals and trade counts rose 52% and 11% respectively
• 85% of total notional was cleared vs. 76%
• 58% of total notional was executed On SEF vs. 50%

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 17% and 26% respectively
• Both cleared notionals and trade counts increased 21% and 27% respectively
• Both SEF notionals and trade counts increased 28% and 35% 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 20% and 18% respectively
• Both cleared notionals and trade counts were down 14% and 16% respectively
• Both SEF notionals and trade counts decreased 16% and 15% respectively
• 77% of total notional was cleared vs. 72%
• 70% of total notional was executed On SEF vs. 67%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional