Interest Rates Derivatives

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

• Overall interest rate notionals increased 10%, while trade counts decreased 3%
• Both cleared notionals and trade counts were up 20% and 8% respectively
• Both SEF notionals and trade counts increased 9% 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

• Overall interest rate notionals increased 13%, while trade counts decreased 2%
• Both cleared notionals and trade counts increased 16% and 2% respectively
• SEF notionals were down 2%, while trade counts rose 4%
• 86% of total notional was cleared vs. 83%
• 53% 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

• Overall interest rate notionals increased 13%, while trade counts decreased 2%
• Both cleared notionals and trade counts increased 16% and 2% respectively
• SEF notionals were down 2%, while trade counts rose 4%
• 86% of total notional was cleared vs. 83%
• 53% of total notional was executed On SEF vs. 61%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were up 16% and 25% respectively
• Both cleared notionals and trade counts increased 21% and 27% respectively
• Both SEF notionals and trade counts increased 29% and 34% respectively
• 81% of total notional was cleared vs. 78%
• 77% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional