Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 15%, while trade counts remained flat
- Both cleared notionals and trade counts were up 23% and 10% respectively
- Both SEF notionals and trade counts increased 11% 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 26% and 22% respectively
- Both cleared notionals and trade counts increased 32% and 35% respectively
- Both SEF notionals and trade counts were up 33%
- 87% of total notional was cleared vs. 82%
- 57% of total notional was executed On SEF vs. 54%
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 4% and 11% respectively
- Both cleared notionals and trade counts increased 8% and 12% respectively
- Both SEF notionals and trade counts increased 13% and 16% respectively
- 81% of total notional was cleared vs. 78%
- 76% of total notional was executed On SEF vs. 71%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts increased 29% and 53% respectively
- Both cleared notionals and trade counts were up 38% and 50% respectively
- Both SEF notionals and trade counts increased 49% and 53% respectively
- 85% of total notional was cleared vs. 79%
- 80% of total notional was executed On SEF vs. 69%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
