Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 22% and 16%, respectively
  • Both SEF notionals and trade counts increased 16% and 19%, respectively
  • 88% of total notional was cleared vs. 84%
  • 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 8% and 1%, respectively
  • Cleared notionals decreased 5%, while trade counts were up 8%
  • SEF notionals decreased 3% ,while trade counts increased 9%
  • 85% of total notional was cleared vs. 82%
  • 53% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 7% and 17%, respectively
  • Both cleared notionals and trade counts decreased 9% and 18%, respectively
  • Both SEF notionals and trade counts decreased 9% and 20%, respectively
  • 80% of total notional was cleared vs. 82%
  • 75% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 19%, while trade counts were down 11%
  • Cleared notionals increased 14%, while trade counts decreased 15%
  • SEF notionals increased 17%, while trade counts decreased 14%
  • 81% of total notional was cleared vs. 84%
  • 78% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional