Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 20% and 8% respectively
• Both cleared notionals and trade counts were up 28% and 17% respectively
• Both SEF notionals and trade counts increased 18% and 21% respectively
• 87% of total notional was cleared vs. 82%
• 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

• Overall interest rate notionals decreased 5%, while trade counts increased 1%
• Cleared notionals were down 2%, while trade counts were up 10%
• SEF notionals decreased 11%, while trade counts increased 8%
• 89% of total notional was cleared vs. 86%
• 59% of total notional was executed On SEF vs. 63%

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Credit Default Swaps

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

• Both overall CDS notionals and trade counts were down 17% and 23% respectively
• Both cleared notionals and trade counts decreased 20% and 26% respectively
• Both SEF notionals and trade counts decreased 21% and 28% 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 14% and 30% respectively
• Both cleared notionals and trade counts decreased 18% and 31% respectively
• Both SEF notionals and trade counts decreased 23% and 34% respectively
• 76% of total notional was cleared vs. 79%
• 67% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional