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 28% and 16% respectively
- Both SEF notionals and trade counts increased 18% and 20% respectively
- 88% of total notional was cleared vs. 82%
- 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 17% and 6% respectively
- Both cleared notionals and trade counts were up 25% and 15% respectively
- Both SEF notionals and trade counts increased 7% and 8% respectively
- 89% of total notional was cleared vs. 83%
- 50% of total notional was executed On SEF vs. 55%
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 20% and 25% respectively
- Both SEF notionals and trade counts decreased 21% and 27% respectively
- 78% of total notional was cleared vs. 82%
- 74% of total notional was executed On SEF vs. 78%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were up 17% and 7% respectively
- Both cleared notionals and trade counts increased 13% and 4% respectively
- Both SEF notionals and trade counts increased 13% and 1% respectively
- 79% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 76%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
