Interest Rates Derivatives

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

• Overall interest rate notionals increased 1%, while trade counts decreased 9%
• Both cleared notionals and trade counts were up 8% and 7% respectively
• SEF notionals decreased 1%, while trade counts increased 1%
• 82% of total notional was cleared vs. 77%
• 56% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts decreased 1% and 13% respectively
• Cleared notionals increased 4%, while trade counts remained flat
• Both SEF notionals and trade counts decreased 6%
• 83% of total notional was cleared vs. 79%
• 54% of total notional was executed On SEF vs. 57%

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 30% and 40% respectively
• Both cleared notionals and trade counts were up 30% and 38% respectively
• Both SEF notionals and trade counts increased 42% and 49% respectively
• 81% 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 down 25% and 2% respectively
• Both cleared notionals and trade counts were down 25% and 4% respectively
• SEF notionals were down 19%, while trade counts were up 3%
• 83% of total notional was cleared, flat with last year
• 79% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional