Interest Rates Derivatives

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

• Overall interest rate notionals decreased 6%, while trade counts remained flat
• Cleared notionals decreased 0%, while trade counts were up 19%
• Both SEF notionals and trade counts were up 9% and 22% respectively
• 82% of total notional was cleared, vs. 77% last week
• 60% of total notional was executed On SEF vs. 52%

2016 current week vs. 2015 current week

• Both interest rate notionals and trade counts increased 3% and 0% respectively
• Both cleared notionals and trade counts were up 4% and 3% respectively
• SEF notionals decreased 4% while trade counts increased 10%
• 73% of total notional was cleared vs. 72%
• 46% 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 down 12% and 2% respectively
• Cleared notionals were down 7%, while trade counts were up 2%
• Both SEF notionals and trade counts increased 2% and 10% respectively
• 79% of total notional was cleared vs. 75%
• 71% of total notional was executed On SEF vs. 62%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were down 36% and 31% respectively
• Both cleared notionals and trade counts were down 41% and 37% respectively
• Both SEF notionals and trade counts were down 33% and 32% respectively
• 82% of total notional was cleared vs. 88%
• 84% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional