Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 15% and 1% respectively
• Both cleared notionals and trade counts were up 24% and 10% respectively
• Both SEF notionals and trade counts increased 11% and 5% 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 decreased 2% and 3% respectively
• Cleared notionals remained flat, while trade counts decreased 3%
• Both SEF notionals and trade counts decreased 8% and 5% respectively
• 84% of total notional was cleared vs. 82%
• 52% of total notional was executed On SEF vs. 55%

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 increased 17% and 6% respectively
• Both cleared notionals and trade counts were up 17% and 19% respectively
• Both SEF notionals and trade counts increased 14% and 11% respectively
• 77% of total notional was cleared, flat with last year
• 74% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional