Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 26% and 7% respectively
• Both cleared notionals and trade counts were up 34% and 16% respectively
• Both SEF notionals and trade counts increased 26% and 19% respectively
• 88% of total notional was cleared vs. 82%
• 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

• Overall interest rate notionals remained flat, while trade counts decreased 13%
• Cleared notionals were up 8%, while trade counts were down 3%
• Both SEF notionals and trade counts decreased 11% and 5% respectively
• 89% of total notional was cleared vs. 82%
• 49% 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 25% and 29% respectively
• Both cleared notionals and trade counts decreased 28% and 32% respectively
• Both SEF notionals and trade counts decreased 29% and 33% respectively
• 79% of total notional was cleared vs. 82%
• 75% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were down 9% and 19% respectively
• Both cleared notionals and trade counts decreased 18% and 26% respectively
• Both SEF notionals and trade counts decreased 17% and 27% respectively
• 75% of total notional was cleared vs. 83%
• 71% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional