Interest Rates Derivatives

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

  • Overall interest rate notionals increased 13%, while trade counts decreased 2%
  • Both cleared notionals and trade counts were up 23% and 10% respectively
  • Both SEF notionals and trade counts increased 12% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 63% and 16% respectively
  • Both cleared notionals and trade counts increased 82% and 24% respectively
  • Both SEF notionals and trade counts were up 81% and 18% respectively
  • 88% of total notional was cleared vs. 79%
  • 60% 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 16% and 24% respectively
  • Both cleared notionals and trade counts increased 21% and 26% respectively
  • Both SEF notionals and trade counts increased 28% and 33% 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 decreased 16% and 18% respectively
  • Both cleared notionals and trade counts were down 17% and 20% respectively
  • Both SEF notionals and trade counts decreased 14% and 20% respectively
  • 79% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional