Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 28% and 8% respectively
- Both cleared notionals and trade counts were up 36% and 17% respectively
- Both SEF notionals and trade counts increased 30% and 21% respectively
- 88% 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 78% and 26% respectively
- Both cleared notionals and trade counts were up 92% and 37% respectively
- Both SEF notionals and trade counts increased 108% and 40% respectively
- 88% of total notional was cleared vs. 81%
- 56% of total notional was executed On SEF vs. 48%
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 27% and 30% respectively
- Both cleared notionals and trade counts decreased 30% and 33% respectively
- Both SEF notionals and trade counts decreased 31% and 34% respectively
- 79% of total notional was cleared vs. 81%
- 75% 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 9% and 6% respectively
- Both cleared notionals and trade counts increased 11% and 6% respectively
- Both SEF notionals and trade counts increased 8% and 3% respectively
- 85% of total notional was cleared vs. 83%
- 75% of total notional was executed On SEF vs.78%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
