Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 25% and 7% respectively
- Both cleared notionals and trade counts were up 32% and 15% respectively
- Both SEF notionals and trade counts increased 26% and 19% respectively
- 87% of total notional was cleared vs. 83%
- 57% 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 48% and 26% respectively
- Both cleared notionals and trade counts were up 50% and 30% respectively
- Both SEF notionals and trade counts increased 53% and 69% respectively
- 87% of total notional was cleared vs. 86%
- 59% 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 30% and 33% respectively
- Both cleared notionals and trade counts decreased 33% and 36% respectively
- Both SEF notionals and trade counts decreased 34% and 37% respectively
- 78% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 78%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were up 47% and 39% respectively
- Both cleared notionals and trade counts increased 52% and 45% respectively
- Both SEF notionals and trade counts increased 47% and 42% respectively
- 83% of total notional was cleared vs. 81%
- 77% of total notional was executed On SEF, flat with last year
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
