Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts decreased 3% and 11% respectively
• Cleared notionals were up 1%, while trade counts were down 1%
• Both SEF notionals and trade counts were down 9% and 3% respectively
• 82% of total notional was cleared, vs. 78%
• 58% of total notional was executed On SEF vs. 62%

2016 current week vs. 2015 current week

• Both interest rate notionals and trade counts decreased 12% and 13% respectively
• Cleared notionals were down 3%, while trade counts were up 4%
• SEF notionals were flat, while trade counts increased 7%
• 82% of total notional was cleared vs. 74%
• 59% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

• Overall CDS notionals remained flat, while trade counts were down 3%
• Both cleared notionals and trade counts were down 1% and 2% respectively
• Both SEF notionals and trade counts increased 7% and 3% respectively
• 83% of total notional was cleared, flat with last year
• 79% of total notional was executed On SEF vs. 74%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were up 11% and 13% respectively
• Both cleared notionals and trade counts were up 16%
• Both SEF notionals and trade counts were up 37% and 34% respectively
• 83% of total notional was cleared vs. 79%
• 80% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional