Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 22% and 6% respectively
  • Both cleared notionals and trade counts were up 29% and 14% respectively
  • Both SEF notionals and trade counts increased 21% and 19% respectively
  • 87% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 55%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 8% but trade counts decreased 2%
  • Both cleared notionals and trade counts were up 11% and 4% respectively
  • Both SEF notionals and trade counts increased 30% and 24% respectively
  • 88% of total notional was cleared vs. 85%
  • 52% of total notional was executed On SEF vs. 44%

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 21% and 27% respectively
  • Both cleared notionals and trade counts decreased 25% and 29% respectively
  • Both SEF notionals and trade counts decreased 25% and 31% 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 23% and 29% respectively
  • Both cleared notionals and trade counts decreased 30% and 31% respectively
  • Both SEF notionals and trade counts decreased 31% and 33% 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