Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 17% and 3% respectively
• Both cleared notionals and trade counts were up 25% and 12% 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 53% and 31% respectively
• Both cleared notionals and trade counts were up 69% and 42% respectively
• Both SEF notionals and trade counts increased 42% and 31% respectively
• 89% of total notional was cleared vs. 81%
• 59% of total notional was executed On SEF vs. 64%

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 6% respectively
• Both cleared notionals and trade counts increased 5% and 8% 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 25% and 26% respectively
• Both cleared notionals and trade counts were down 29% and 28% respectively
• Both SEF notionals and trade counts decreased 35%
• 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