Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 9% and 4% respectively
• Both cleared notionals and trade counts were up 16% and 14% respectively
• Both SEF notionals and trade counts increased 11% and 10% respectively
• 86% of total notional was cleared vs. 81%
• 59% of total notional was executed On SEF vs. 58%

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts increased 6% and 11% respectively
• Both cleared notionals and trade counts were up 14% and 22% respectively
• Both SEF notionals and trade counts increased 1% and 22% respectively
• 86% of total notional was cleared vs. 80%
• 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 48%
• Both cleared notionals and trade counts decreased 53% and 50% respectively
• Both SEF notionals and trade counts decreased 54% and 51% respectively
• 74% of total notional was cleared vs. 82%
• 70% 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 61%
• Both cleared notionals and trade counts decreased 66% and 61% respectively
• Both SEF notionals and trade counts decreased 66% and 62% respectively
• 71% of total notional was cleared vs. 81%
• 65% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional