Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

• Both overall interest rate notionals and trade counts increased 11% and 1% respectively
• Both cleared notionals and trade counts were up 17% and 10% respectively
• Both SEF notionals and trade counts increased 16% and 5% respectively
• 86% of total notional was cleared vs. 82%
• 61% of total notional was executed On SEF vs. 59%

2017 current week vs. 2016 current week

• Overall interest rate notionals increased 24%, while trade counts decreased 4%
• Both cleared notionals and trade counts were up 34% and 5% respectively
• Both SEF notionals and trade counts increased 42% and 5% respectively
• 88% of total notional was cleared vs. 81%
• 66% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

• Both overall CDS notionals and trade counts were down 40%
• Both cleared notionals and trade counts decreased 46% and 44% respectively
• Both SEF notionals and trade counts decreased 46% and 45% respectively
• 75% of total notional was cleared vs. 83%
• 71% of total notional was executed On SEF vs. 80%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were down 59% and 54% respectively
• Both cleared notionals and trade counts decreased 64% and 58% respectively
• Both SEF notionals and trade counts decreased 64% and 58% respectively
• 74% of total notional was cleared vs. 84%
• 71% of total notional was executed On SEF vs. 81%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional