Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 18% and 5% respectively
• Both cleared notionals and trade counts were up 26% and 14% respectively
• Both SEF notionals and trade counts increased 24% and 15% respectively
• 87% of total notional was cleared vs. 82%
• 59% 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 56% and 4% respectively
• Both cleared notionals and trade counts were up 70% and 15% respectively
• Both SEF notionals and trade counts increased 50% and 24% respectively
• 88% of total notional was cleared vs. 81%
• 52% of total notional was executed On SEF vs. 54%

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 43% and 44% respectively
• Both cleared notionals and trade counts decreased 48%
• Both SEF notionals and trade counts decreased 48%
• 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 30% and 37% respectively
• Both cleared notionals and trade counts decreased 32% and 38% respectively
• Both SEF notionals and trade counts decreased 32% and 39% respectively
• 77% of total notional was cleared vs. 79%
• 73% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional