Interest Rates Derivatives

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

• Overall interest rate notionals increased 10%, while trade counts decreased 4%
• Both cleared notionals and trade counts were up 20% and 9% respectively
• Both SEF notionals and trade counts increased 10% and 3% respectively
• 83% of total notional was cleared vs. 76%
• 56% 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 increased 50% and 20% respectively
• Both cleared notionals and trade counts increased 61% and 30% respectively
• Both SEF notionals and trade counts rose 40% and 17% respectively
• 88% of total notional was cleared vs. 82%
• 51% of total notional was executed On SEF vs. 54%

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 15% and 25% respectively
• Both cleared notionals and trade counts increased 20% and 26% respectively
• Both SEF notionals and trade counts increased 28% and 34% respectively
• 81% of total notional was cleared vs. 78%
• 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts decreased 6% and 3% respectively
• Both cleared notionals and trade counts were up 7%
• Both SEF notionals and trade counts increased 13% and 12% respectively
• 78% of total notional was cleared vs. 69%
• 72% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional