Interest Rates Derivatives

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

• Overall interest rate notionals increased 6%, while trade counts decreased 15%
• Cleared notionals were up 15%, while trade counts were down 4%
• SEF notionals were up 6%, while trade counts were down 3%
• 82% of total notional was cleared, vs. 76%
• 59% of total notional was executed On SEF vs. 60%

2016 current week vs. 2015 current week

• Interest rate notionals increased 12% and trade counts decreased 9%
• Both cleared notionals and trade counts were up 20% and 2% respectively
• Both SEF notionals and trade counts increased 9% and 3% respectively
• 82% of total notional was cleared vs. 77%
• 59% 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 down 16% and 15% respectively
• Both cleared notionals and trade counts were down 18% and 15%
• Both SEF notionals and trade counts decreased 13% and 12% respectively
• 82% of total notional was cleared vs. 84%
• 78% of total notional was executed On SEF vs. 76%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were down 11% and 10% respectively
• Both cleared notionals and trade counts were down 13% and 10% respectively
• Both SEF notionals and trade counts were down 8% and 6% respectively
• 82% of total notional was cleared vs. 84%
• 78% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional