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 7% respectively
• SEF notionals were flat, while trade counts increased 2%
• 82% of total notional was cleared vs. 76%
• 57% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts decreased 3% and 12% respectively
• Both cleared notionals and trade counts increased 1%
• Both SEF notionals and trade counts decreased 2% and 7% respectively
• 82% of total notional was cleared vs. 78%
• 55% of total notional was executed On SEF, flat with last year

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 37% and 45% respectively
• Both cleared notionals and trade counts were up 38% and 43% respectively
• Both SEF notionals and trade counts increased 50% and 54% 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 56% and 55% respectively
• Both cleared notionals and trade counts were up 57% and 52% respectively
• Both SEF notionals and trade counts were up 66% and 61%
• 83% of total notional was cleared vs. 82%
• 80% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional