Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts decreased 1% and 9% respectively
• Both cleared notionals and trade counts were up 7%
• SEF notionals decreased 3%, while trade counts were flat
• 83% of total notional was cleared vs. 77%
• 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

• Interest rate notionals decreased 2%, while trade counts were flat
• Both cleared notionals and trade counts increased 1% and 15% respectively
• SEF notionals decreased 21%, while trade counts increased 12%
• 81% of total notional was cleared vs. 79%
• 47% of total notional was executed On SEF vs. 59%

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 26% and 36% respectively
• Both cleared notionals and trade counts were up 26% and 34% respectively
• Both SEF notionals and trade counts increased 37% and 45% 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 increased 37% and 44% respectively
• Both cleared notionals and trade counts were up 35% and 41% respectively
• Both SEF notionals and trade counts were up 43% and 50% respectively
• 81% of total notional was cleared vs. 82%
• 79% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional