Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 15%, while trade counts decreased 1%
- Both cleared notionals and trade counts were up 23% and 9% respectively
- Both SEF notionals and trade counts increased 11% and 4% respectively
- 83% of total notional was cleared vs. 77%
- 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 43% and 10% respectively
- Both cleared notionals and trade counts increased 48% and 22% respectively
- Both SEF notionals and trade counts were up 29% and 12% respectively
- 84% of total notional was cleared vs. 81%
- 52% of total notional was executed On SEF vs. 57%
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 8% and 16% respectively
- Both cleared notionals and trade counts increased 13% and 17% respectively
- Both SEF notionals and trade counts increased 18% and 22% respectively
- 81% of total notional was cleared vs. 78%
- 76% of total notional was executed On SEF vs. 70%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 33% and 38% respectively
- Both cleared notionals and trade counts were down 43% and 42% respectively
- Both SEF notionals and trade counts decreased 42% and 41% respectively
- 69% of total notional was cleared vs. 81%
- 58% of total notional was executed On SEF vs. 68%