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 12% respectively
• Both SEF notionals and trade counts increased 10% 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 decreased 22% and 9% respectively
• Cleared notionals were down 16%, while trade counts were flat
• Both SEF notionals and trade counts decreased 26% and 1% respectively
• 86% of total notional was cleared vs. 80%
• 55% of total notional was executed On SEF vs. 58%

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 9% 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 3% and 11% respectively
• Both cleared notionals and trade counts were down 9% and 13% respectively
• Both SEF notionals and trade counts decreased 10% and 15% respectively
• 77% of total notional was cleared vs. 82%
• 74% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional