Interest Rates Derivatives

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

• Overall interest rate notionals increased 1%, while trade counts decreased 12%
• Both cleared notionals and trade counts were up 10% and 3% respectively
• SEF notionals increased 3%, while trade counts remained flat
• 82% of total notional was cleared, vs. 75%
• 58% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts decreased 2% and 16% respectively
• Both cleared notionals and trade counts were up 9% and 3% respectively
• Both SEF notionals and trade counts decreased 9% and 1% respectively
• 83% of total notional was cleared vs. 74%
• 55% of total notional was executed On SEF vs. 60%

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 19% and 23% respectively
• Both cleared notionals and trade counts were up 20% and 22% respectively
• Both SEF notionals and trade counts increased 30%
• 82% of total notional was cleared vs. 81%
• 78% 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 65% and 72% respectively
• Both cleared notionals and trade counts were up 74%
• Both SEF notionals and trade counts were up 87% and 86% respectively
• 84% of total notional was cleared vs. 80%
• 81% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional