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 24% and 10% respectively
- Both SEF notionals and trade counts increased 12% and 5% 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
- Both overall interest rate notionals and trade counts increased 19% and 1% respectively
- Both cleared notionals and trade counts increased 28% and 3% respectively
- Both SEF notionals and trade counts were up 24% and 6% respectively
- 86% of total notional was cleared vs. 80%
- 61% of total notional was executed On SEF vs. 59%
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 1% and 7% respectively
- Both cleared notionals and trade counts increased 4% and 8% respectively
- Both SEF notionals and trade counts increased 8% and 11% 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 51% and 46% respectively
- Both cleared notionals and trade counts were down 52% and 47% respectively
- Both SEF notionals and trade counts decreased 51% and 47% respectively
- 84% of total notional was cleared vs. 85%
- 72% of total notional was executed On SEF, flat with last year
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
