Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts decreased 2% and 11% respectively
• Both cleared notionals and trade counts were up 3% and 1% respectively
• Both SEF notionals and trade counts were down 3% and 1% respectively
• 81% of total notional was cleared, vs. 77%
• 58% of total notional was executed On SEF vs. 59%

2016 current week vs. 2015 current week

• Overall interest rate notionals remained flat, while trade counts decreased 11%
• Both cleared notionals and trade counts were up 7% and 5% respectively
• Both SEF notionals and trade counts increased 12% and 6% respectively
• 80% of total notional was cleared vs. 74%
• 58% 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

• Both overall CDS notionals and trade counts were up 12% and 11% respectively
• Both cleared notionals and trade counts were up 12% and 10% respectively
• Both SEF notionals and trade counts increased 21% and 17% respectively
• 82% of total notional was cleared, flat with last year
• 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were up 37% and 46% respectively
• Both cleared notionals and trade counts were up 40% and 39% respectively
• Both SEF notionals and trade counts were up 56% and 57% respectively
• 81% of total notional was cleared vs. 79%
• 74% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional