Interest Rates Derivatives

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

• Overall interest rate notionals increased 16%, while trade counts remained flat
• 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 39% and 20% respectively
• Both cleared notionals and trade counts increased 49% and 25% respectively
• Both SEF notionals and trade counts were up 31% and 21% respectively
• 84% of total notional was cleared vs. 79%
• 55% of total notional was executed On SEF vs. 58%

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 12% and 15% respectively
• 81% of total notional was cleared vs. 79%
• 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

• Overall CDS notionals increased 5%, while trade counts decreased 1%
• Cleared notionals were up 5%, while trade counts were down 2%
• SEF notionals increased 1%, while trade counts decreased 4%
• 84% of total notional was cleared vs. 85%
• 75% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional