Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 11% and 2% respectively
• Both cleared notionals and trade counts were up 19% and 11% respectively
• Both SEF notionals and trade counts increased 19% and 11% respectively
• 87% of total notional was cleared vs. 82%
• 61% of total notional was executed On SEF vs. 57%

2017 current week vs. 2016 current week

• Overall interest rate notionals increased 12%, while trade counts decreased 1%
• Both cleared notionals and trade counts were up 21% and 6% respectively
• Both SEF notionals and trade counts increased 42% and 11% respectively
• 88% of total notional was cleared vs. 82%
• 61% of total notional was executed On SEF vs. 48%

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Credit Default Swaps

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

• Both overall CDS notionals and trade counts were down 47%
• Both cleared notionals and trade counts decreased 52% and 51% respectively
• Both SEF notionals and trade counts decreased 52% and 51% respectively
• 76% of total notional was cleared vs. 82%
• 72% 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 51% and 54% respectively
• Both cleared notionals and trade counts decreased 52% and 56% respectively
• Both SEF notionals and trade counts decreased 52% and 57% respectively
• 80% of total notional was cleared vs. 82%
• 77% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional