Interest Rates Derivatives

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

• Overall interest rate notionals increased 13%, while trade counts decreased 1%
• Both cleared notionals and trade counts were up 22% and 9% respectively
• Both SEF notionals and trade counts increased 10% 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

• Both overall interest rate notionals and trade counts increased 30% and 4% respectively
• Both cleared notionals and trade counts increased 36% and 7% respectively
• SEF notionals were up 8%, while trade counts remained flat
• 83% of total notional was cleared vs. 79%
• 49% 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 11% and 19% respectively
• Both cleared notionals and trade counts increased 16% and 21% respectively
• Both SEF notionals and trade counts increased 22% and 26% respectively
• 81% of total notional was cleared vs. 78%
• 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts increased 8% and 15% respectively
• Both cleared notionals and trade counts were up 13% and 14% respectively
• Both SEF notionals and trade counts increased 18% and 17% respectively
• 84% of total notional was cleared vs. 81%
• 80% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional