Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 23% and 7% respectively
  • Both cleared notionals and trade counts were up 30% and 15% respectively
  • Both SEF notionals and trade counts increased 21% and 20% respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Overall interest rate notionals and trade counts increased 19% and 9% respectively
  • Both cleared notionals and trade counts were up 25% and 22% respectively
  • Both SEF notionals and trade counts increased 9% and 27% respectively
  • 90% of total notional was cleared vs. 85%
  • 60% of total notional was executed On SEF vs. 65%

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 20% and 26% respectively
  • Both cleared notionals and trade counts decreased 24% and 29% respectively
  • Both SEF notionals and trade counts decreased 24% and 30% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 4% and 24% respectively
  • Both cleared notionals and trade counts decreased 12% and 25% respectively
  • Both SEF notionals and trade counts decreased 12% and 27% respectively
  • 76% of total notional was cleared vs. 83%
  • 72% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional