Interest Rates Derivatives

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

• Overall interest rate notionals increased 4%, while trade counts decreased 8%
• Both cleared notionals and trade counts were up 12% and 7% respectively
• Both SEF notionals increased 2% and 3% respectively
• 82% of total notional was cleared, vs. 76%
• 57% of total notional was executed On SEF, vs. 58%

2016 current week vs. 2015 current week

• Overall interest rate notionals increased 1%, while trade counts decreased 5%
• Both cleared notionals and trade counts were up 4% and 7% respectively
• SEF notionals decreased 10%, while trade counts increased 1%
• 82% of total notional was cleared vs. 79%
• 52% of total notional was executed On SEF vs. 58%

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 33% and 38% respectively
• Both cleared notionals and trade counts were up 35% and 38% respectively
• Both SEF notionals and trade counts increased 47% and 48% respectively
• 82% of total notional was cleared vs. 80%
• 78% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were up 66% and 87% respectively
• Both cleared notionals and trade counts were up 78% and 92% respectively
• Both SEF notionals and trade counts were up 101% and 109% respectively
• 81% of total notional was cleared vs. 76%
• 78% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional