Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 11% and 3% respectively
• Both cleared notionals and trade counts were up 18% and 12% respectively
• Both SEF notionals and trade counts increased 15% and 11% respectively
• 87% of total notional was cleared vs. 82%
• 60% 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 18% and 1% respectively
• Both cleared notionals and trade counts were up 27% and 9% respectively
• Both SEF notionals and trade counts increased 29% and 9% respectively
• 88% of total notional was cleared vs. 83%
• 61% of total notional was executed On SEF vs. 56%

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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 46% and 45% respectively
• Both cleared notionals and trade counts decreased 51% and 49% respectively
• Both SEF notionals and trade counts decreased 52% and 50% respectively
• 75% of total notional was cleared vs. 82%
• 70% 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 47% and 46% respectively
• Both cleared notionals and trade counts decreased 51% and 52% respectively
• Both SEF notionals and trade counts decreased 53%
• 78% of total notional was cleared vs. 84%
• 73% of total notional was executed On SEF vs. 81%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional