Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 20% and 4% respectively
• Both cleared notionals and trade counts were up 28% and 13% respectively
• Both SEF notionals and trade counts increased 22% and 14% 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 45% and 14% respectively
• Both cleared notionals and trade counts were up 57% and 25% respectively
• Both SEF notionals and trade counts increased 30% and 25% respectively
• 91% of total notional was cleared vs. 84%
• 52% of total notional was executed On SEF vs. 58%

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 42%
• Both cleared notionals and trade counts decreased 45% and 46% respectively
• Both SEF notionals and trade counts decreased 46% and 47% 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 28% and 24% respectively
• Both cleared notionals and trade counts decreased 30% and 29% respectively
• Both SEF notionals and trade counts decreased 32% and 30% respectively
• 75% of total notional was cleared vs. 77%
• 71% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional