Interest Rates Derivatives

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

• Overall interest rate notionals increased 2% and trade counts decreased 10%
• Both cleared notionals and trade counts were up 10% and 3% respectively
• SEF notionals increased 6% and trade counts were flat
• 81% of total notional was cleared, vs. 76%
• 59% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

• Overall interest rate notionals increased 18%, while trade counts decreased 6%
• Both cleared notionals and trade counts were up 34% and 10% respectively
• Both SEF notionals and trade counts increased 45% and 3% respectively
• 82% of total notional was cleared vs. 73%
• 62% of total notional was executed On SEF vs. 51%

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 10% and 13% respectively
• Both cleared notionals and trade counts were up 11%
• Both SEF notionals and trade counts increased 20% and 19% 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 6% and 18% respectively
• Both cleared notionals and trade counts were up 6% and 15% respectively
• Both SEF notionals and trade counts were up 15% and 23% respectively
• 81% of total notional was cleared vs. 80%
• 76% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional