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 27% and 17%, respectively
- Both SEF notionals and trade counts increased 20% and 21%, respectively
- 88% of total notional was cleared vs. 83%
- 55% of total notional was executed On SEF vs. 56%
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts increased 4% and 16%, respectively
- Both cleared notionals and trade counts were up 6% and 30%, respectively
- Both SEF notionals and trade counts increased 1% and 32%, respectively
- 88% of total notional was cleared vs. 86%
- 56% of total notional was executed On SEF vs. 58%
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 16% and 23%, respectively
- Both cleared notionals and trade counts decreased 18% and 24%, respectively
- Both SEF notionals and trade counts decreased 19% and 26%, respectively
- 79% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 77%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 5% and 18%, respectively
- Both cleared notionals and trade counts decreased 11% and 23%, respectively
- Both SEF notionals and trade counts decreased 11% and 23%, respectively
- 75% of total notional was cleared vs. 80%
- 69% of total notional was executed On SEF vs. 73%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
