Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 16% and 2% respectively
• Both cleared notionals and trade counts were up 24% and 11% respectively
• Both SEF notionals and trade counts increased 11% and 7% 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

• Both overall interest rate notionals and trade counts increased 45% and 49% respectively
• Both cleared notionals and trade counts were up 50% and 63% respectively
• Both SEF notionals and trade counts increased 25% and 47% respectively
• 82% of total notional was cleared vs. 80%
• 54% of total notional was executed On SEF vs. 63%

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 2% and 7% respectively
• Both cleared notionals and trade counts increased 5% and 8% respectively
• Both SEF notionals and trade counts increased 8% and 11% 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 increased 27% and 19% respectively
• Both cleared notionals and trade counts were up 29%
• Both SEF notionals and trade counts increased 16% and 11% respectively
• 79% of total notional was cleared vs. 78%
• 72% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional