Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

• Both overall interest rate notionals and trade counts increased 16% and 1% respectively
• Both cleared notionals and trade counts were up 25% and 10% respectively
• Both SEF notionals and trade counts increased 12% and 6% 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

• Overall interest rate notionals increased 12%, while trade counts decreased 6%
• Both cleared notionals and trade counts increased 32% and 18% respectively
• Both SEF notionals and trade counts were up 12%
• 82% of total notional was cleared vs. 70%
• 51% 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

• Overall CDS notionals remained flat, while trade counts were up 7%
• Both cleared notionals and trade counts increased 4% and 7% respectively
• Both SEF notionals and trade counts increased 7% and 10% respectively
• 82% 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 20% and 22% respectively
• Both cleared notionals and trade counts were down 18% and 20% respectively
• Both SEF notionals and trade counts decreased 18% and 21% respectively
• 83% of total notional was cleared vs. 81%
• 78% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional