Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 24% and 5% respectively
• Both cleared notionals and trade counts were up 32% and 14% respectively
• Both SEF notionals and trade counts increased 25% and 16% respectively
• 88% of total notional was cleared vs. 82%
• 57% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts increased 64% and 14% respectively
• Both cleared notionals and trade counts were up 77% and 18% respectively
• Both SEF notionals and trade counts increased 60% and 33% respectively
• 88% of total notional was cleared vs. 82%
• 54% of total notional was executed On SEF vs. 56%

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 41% and 40% respectively
• Both cleared notionals and trade counts decreased 44%
• Both SEF notionals and trade counts decreased 44% and 45% respectively
• 77% of total notional was cleared vs. 81%
• 73% 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 31% and 24% respectively
• Both cleared notionals and trade counts decreased 33% and 27% respectively
• Both SEF notionals and trade counts decreased 32% and 28% respectively
• 81% of total notional was cleared vs. 83%
• 79% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional