Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 1%, while trade counts decreased 8%
- Both cleared notionals and trade counts were up 9% and 8% respectively
- SEF notionals were flat, while trade counts increased 3%
- 82% of total notional was cleared vs. 76%
- 57% of total notional was executed On SEF vs. 58%
2016 current week vs. 2015 current week
- Overall interest rate notionals increased 5%, while trade counts decreased 17%
- Both cleared notionals and trade counts were up 22% and 11% respectively
- Both SEF notionals and trade counts increased 12% and 2% respectively
- 84% of total notional was cleared vs. 72%
- 58% of total notional was executed On SEF vs. 54%
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 35% and 44% respectively
- Both cleared notionals and trade counts were up 36% and 42% respectively
- Both SEF notionals and trade counts increased 48% and 53% respectively
- 81% of total notional was cleared vs. 80%
- 77% of total notional was executed On SEF vs. 70%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts were up 33% and 36% respectively
- Both cleared notionals and trade counts were up 28% and 29% respectively
- Both SEF notionals and trade counts were up 36%
- 74% of total notional was cleared vs. 77%
- 71% of total notional was executed On SEF vs. 69%