Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 16% and 3% respectively
• Both cleared notionals and trade counts were up 23% and 12% respectively
• Both SEF notionals and trade counts increased 20% and 12% respectively
• 87% of total notional was cleared vs. 82%
• 58% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

• Overall interest rate notionals increased 4%, while trade counts decreased 9%
• Cleared notionals were up 6%, while trade counts were down 3%
• Both SEF notionals and trade counts decreased 5% and 3% respectively
• 87% of total notional was cleared vs. 85%
• 52% of total notional was executed On SEF vs. 57%

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 47%
• Both SEF notionals and trade counts decreased 47% and 48% respectively
• 76% of total notional was cleared vs. 81%
• 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 40% and 46% respectively
• Both cleared notionals and trade counts decreased 40% and 46% respectively
• Both SEF notionals and trade counts decreased 41% and 47% respectively
• 77% of total notional was cleared vs. 78%
• 74% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional