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%