Interest Rates Derivatives

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

  • Overall interest rate notionals increased 5%, while trade counts decreased 4%
  • Both cleared notionals and trade counts were up 13% and 11% respectively
  • Both SEF notionals and trade counts increased 2% and 4% respectively
  • 82% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts rose 11% and 2% respectively
  • Both cleared notionals and trade counts increased 16% and 9% respectively
  • Both SEF notionals and trade counts increased 8% and 11% respectively
  • 81% of total notional was cleared vs. 78%
  • 57% 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 26% and 37% respectively
  • Both cleared notionals and trade counts increased 29% and 37% respectively
  • Both SEF notionals and trade counts increased 39% and 47% respectively
  • 82% of total notional was cleared vs. 80%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Overall CDS notionals decreased 9%, while trade counts increased 3%
  • Both cleared notionals and trade counts were up 4% and 7% respectively
  • Both SEF notionals and trade counts rose 2% and 9% respectively
  • 83% of total notional was cleared vs. 73%
  • 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional