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 24% 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

  • Overall interest rate notionals increased 27%, while trade counts decreased 1%
  • Cleared notionals increased 40%, while trade counts decreased 1%
  • SEF notionals were up 38%, while trade counts remained flat
  • 85% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 51%

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 5% and 12% respectively
  • Both cleared notionals and trade counts increased 9% and 13% respectively
  • Both SEF notionals and trade counts increased 13% and 18% 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 69% and 66% respectively
  • Both cleared notionals and trade counts were down 73% and 69% respectively
  • Both SEF notionals and trade counts decreased 73% and 69% respectively
  • 75% of total notional was cleared vs. 84%
  • 68% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional