Interest Rates Derivatives

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

• Overall interest rate notionals increased 12%, while trade counts decreased 2%
• Both cleared notionals and trade counts were up 22% and 9% respectively
• Both SEF notionals and trade counts increased 11% and 4% respectively
• 83% of total notional was cleared vs. 77%
• 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 decreased 3% and 12% respectively
• Both cleared notionals and trade counts decreased 2% and 12% respectively
• Both SEF notionals and trade counts were down 17%
• 79% of total notional was cleared, flat with last year
• 46% 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 14% and 22% respectively
• Both cleared notionals and trade counts increased 19% and 23% respectively
• Both SEF notionals and trade counts increased 26% and 30% 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 44% and 37% respectively
• Both cleared notionals and trade counts were down 38% and 36% respectively
• Both SEF notionals and trade counts decreased 38% and 36% respectively
• 83% of total notional was cleared vs. 76%
• 77% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional