Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 16% and 3% respectively
• Both cleared notionals and trade counts were up 24% and 13% respectively
• Both SEF notionals and trade counts increased 11% and 8% 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 20% and 36% respectively
• Both cleared notionals and trade counts were up 27% and 50% respectively
• Both SEF notionals and trade counts increased 19% and 45% respectively
• 87% of total notional was cleared vs. 83%
• 55% of total notional was executed On SEF vs. 56%

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 1% and 5% respectively
• Both cleared notionals and trade counts increased 3% and 6% respectively
• Both SEF notionals and trade counts increased 6% and 8% 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 37% and 33% respectively
• Both cleared notionals and trade counts were down 41% and 37% respectively
• Both SEF notionals and trade counts decreased 40% and 38% respectively
• 74% of total notional was cleared vs. 79%
• 71% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional