Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
- Both cleared notionals and trade counts were up 24% and 17%, respectively
- Both SEF notionals and trade counts increased 18% and 20%, 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 increased 45% and 14%, respectively
- Both cleared notionals and trade counts were up 49% and 19%, respectively
- Both SEF notionals and trade counts increased 44% and 15%, respectively
- 89% of total notional was cleared vs. 86%
- 56% of total notional was executed On SEF vs. 57%
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 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 down 17% and 41%, respectively
- Both cleared notionals and trade counts decreased 21% and 41%, respectively
- Both SEF notionals and trade counts decreased 20% and 40%, respectively
- 80% of total notional was cleared vs. 85%
- 76% of total notional was executed On SEF vs. 80%
Go to the SwapsInfo CDS Transaction page
Weekly On-SEF Notional
