Interest Rates Derivatives

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

• Overall interest rate notionals increased 16%, while trade counts remained flat
• Both cleared notionals and trade counts were up 24% and 10% respectively
• Both SEF notionals and trade counts increased 12% and 6% respectively
• 84% of total notional was cleared vs. 78%
• 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

• Overall interest rate notionals increased 16%, while trade counts decreased 3%
• Cleared notionals increased 17%, while trade counts decreased 1%
• Both SEF notionals and trade counts were up 8% and 17% respectively
• 82% of total notional was cleared vs. 81%
• 50% 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

• Overall CDS notionals remained flat, while trade counts were up 6%
• Both cleared notionals and trade counts increased 3% and 7% respectively
• Both SEF notionals and trade counts increased 7% and 10% respectively
• 81% of total notional was cleared vs. 79%
• 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts decreased 10% and 20% respectively
• Both cleared notionals and trade counts were down 11% and 18% respectively
• Both SEF notionals and trade counts decreased 14% and 19% respectively
• 79% of total notional was cleared vs. 80%
• 69% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional