Interest Rates Derivatives

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

• Overall interest rate notionals increased 4% while trade counts decreased 5%
• Both cleared notionals and trade counts were up 12% and 10% respectively
• Both SEF notionals and trade counts increased 1% and 2% respectively
• 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

• Both overall interest rate notionals and trade counts rose 36% and 13% respectively
• Both cleared notionals and trade counts increased 50% and 25% respectively
• Both SEF notionals and trade counts increased 35% and 13% respectively
• 85% of total notional was cleared vs. 77%
• 60% of total notional was executed On SEF vs. 61%

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 37% respectively
• Both cleared notionals and trade counts increased 28% and 36% respectively
• Both SEF notionals and trade counts increased 38% and 46% respectively
• 81% of total notional was cleared vs. 80%
• 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 49% and 42% respectively
• Both cleared notionals and trade counts were up 60% and 46% respectively
• Both SEF notionals and trade counts rose 69% and 53% respectively
• 82% of total notional was cleared vs. 77%
• 75% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional