Interest Rates Derivatives

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

• Overall interest rate notionals increased 12%, while trade counts decreased 2%
• 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. 56%

2016 current week vs. 2015 current week

• Both overall interest rate notionals and trade counts increased 15% and 16% respectively
• Both cleared notionals and trade counts increased 15% and 18% respectively
• SEF notionals were down 2%, while trade counts were up 7%
• 82% of total notional was cleared vs. 83%
• 51% of total notional was executed On SEF vs. 60%

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 13% and 22% respectively
• Both cleared notionals and trade counts increased 18% and 23% respectively
• Both SEF notionals and trade counts increased 25% and 30% 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

• Overall CDS notionals decreased 10%, while trade counts increased 22%
• Cleared notionals were down 7%, while trade counts were up 8%
• SEF notionals decreased 2%, while trade counts increased 12%
• 81% of total notional was cleared vs. 77%
• 73% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional