Interest Rates Derivatives

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

• Overall interest rate notionals increased 5%, while trade counts decreased 4%
• Both cleared notionals and trade counts were up 13% and 11% respectively
• Both SEF notionals and trade counts increased 2% and 4% respectively
• 82% 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 11% and 2% respectively
• Both cleared notionals and trade counts increased 16% and 9% respectively
• Both SEF notionals and trade counts increased 8% and 11% respectively
• 81% of total notional was cleared vs. 78%
• 57% 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 37% respectively
• Both cleared notionals and trade counts increased 29% and 37% respectively
• Both SEF notionals and trade counts increased 39% and 47% respectively
• 82% of total notional was cleared vs. 80%
• 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Overall CDS notionals decreased 9%, while trade counts increased 3%
• Both cleared notionals and trade counts were up 4% and 7% respectively
• Both SEF notionals and trade counts rose 2% and 9% respectively
• 83% of total notional was cleared vs. 73%
• 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional