Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 16% and 7%, respectively
  • Both cleared notionals and trade counts were up 22% and 16%, respectively
  • Both SEF notionals and trade counts increased 16% and 20%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 16% and 5%, respectively
  • Both cleared notionals and trade counts were down 16% and 1%, respectively
  • Both SEF notionals and trade counts decreased 12% and 3%, respectively
  • 85% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 54%

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 10% and 18%, respectively
  • Both cleared notionals and trade counts decreased 12% and 19%, respectively
  • Both SEF notionals and trade counts decreased 12% and 21%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 39% and 18%, respectively
  • Both cleared notionals and trade counts increased 59% and 34%, respectively
  • Both SEF notionals and trade counts increased 68% and 37%, respectively
  • 83% of total notional was cleared vs. 73%
  • 80% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional