Interest Rates Derivatives

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

• Overall interest rate notionals increased 15%, while trade counts decreased 1%
• Both cleared notionals and trade counts were up 24% and 9% respectively
• Both SEF notionals and trade counts increased 11% and 4% respectively
• 83% of total notional was cleared vs. 77%
• 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

• Overall interest rate notionals increased 27%, while trade counts decreased 1%
• Cleared notionals increased 40%, while trade counts decreased 1%
• SEF notionals were up 38%, while trade counts remained flat
• 85% of total notional was cleared vs. 77%
• 55% of total notional was executed On SEF vs. 51%

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 5% and 12% respectively
• Both cleared notionals and trade counts increased 9% and 13% respectively
• Both SEF notionals and trade counts increased 13% and 18% respectively
• 81% of total notional was cleared vs. 78%
• 76% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts decreased 69% and 66% respectively
• Both cleared notionals and trade counts were down 73% and 69% respectively
• Both SEF notionals and trade counts decreased 73% and 69% respectively
• 75% of total notional was cleared vs. 84%
• 68% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional