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 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 17% 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 increased 61% and 23%, respectively
  • Both cleared notionals and trade counts were up 71% and 39%, respectively
  • Both SEF notionals and trade counts increased 66% and 39%, respectively
  • 88% of total notional was cleared vs. 83%
  • 53% of total notional was executed On SEF vs. 51%

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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 9% and 18%, respectively
  • Both cleared notionals and trade counts decreased 11% and 18%, respectively
  • Both SEF notionals and trade counts decreased 12% and 20%, 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 24% and 11%, respectively
  • Both cleared notionals and trade counts increased 25% and 13%, respectively
  • Both SEF notionals and trade counts increased 28% and 15%, respectively
  • 83% of total notional was cleared, flat with last year
  • 80% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional