Interest Rates Derivatives

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

• Overall interest rate notionals increased 1%, while trade counts decreased 6%
• Both cleared notionals and trade counts were up 8%
• SEF notionals decreased 2%, while trade counts increased 3%
• 82% of total notional was cleared vs. 77%
• 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

• Overall interest rate notionals decreased 1%, while trade counts increased 1%
• Both cleared notionals and trade counts were up 7% and 14% respectively
• SEF notionals decreased 6%, while trade counts increased 7%
• 85% of total notional was cleared vs. 79%
• 57% of total notional was executed On SEF vs. 60%

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 45% respectively
• Both cleared notionals and trade counts were up 37% and 43% respectively
• Both SEF notionals and trade counts increased 50% and 55% 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 42% and 79% respectively
• Both cleared notionals and trade counts were up 44% and 75% respectively
• Both SEF notionals and trade counts were up 59% and 92% respectively
• 78% of total notional was cleared vs. 77%
• 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional