Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 9% and 3% respectively
• Both cleared notionals and trade counts were up 16% and 13% respectively
• Both SEF notionals and trade counts increased 11%
• 86% of total notional was cleared vs. 81%
• 60% of total notional was executed On SEF vs. 59%

2017 current week vs. 2016 current week

• Overall interest rate notionals increased 7%, while trade counts remained flat
• Both cleared notionals and trade counts were up 14% and 13% respectively
• Both SEF notionals and trade counts increased 10% and 14% respectively
• 87% of total notional was cleared vs. 82%
• 62% of total notional was executed On SEF vs. 61%

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 46% and 45% respectively
• Both cleared notionals and trade counts decreased 51% and 48% respectively
• Both SEF notionals and trade counts decreased 51% and 49% respectively
• 74% of total notional was cleared vs. 82%
• 69% 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 37% and 34% respectively
• Both cleared notionals and trade counts decreased 44% and 40% respectively
• Both SEF notionals and trade counts decreased 43% and 41% respectively
• 72% of total notional was cleared vs. 81%
• 69% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional