Interest Rates Derivatives

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

• Overall interest rate notionals increased 15%, while trade counts decreased 1%
• Both cleared notionals and trade counts were up 23% and 9% respectively
• Both SEF notionals and trade counts increased 11% and 4% respectively
• 83% of total notional was cleared vs. 77%
• 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts increased 43% and 10% respectively
• Both cleared notionals and trade counts increased 48% and 22% respectively
• Both SEF notionals and trade counts were up 29% and 12% respectively
• 84% of total notional was cleared vs. 81%
• 52% of total notional was executed On SEF vs. 57%

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 8% and 16% respectively
• Both cleared notionals and trade counts increased 13% and 17% respectively
• Both SEF notionals and trade counts increased 18% and 22% respectively
• 81% of total notional was cleared vs. 78%
• 76% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts decreased 33% and 38% respectively
• Both cleared notionals and trade counts were down 43% and 42% respectively
• Both SEF notionals and trade counts decreased 42% and 41% respectively
• 69% of total notional was cleared vs. 81%
• 58% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional