Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 23% and 6% respectively
• Both cleared notionals and trade counts were up 31% and 15% respectively
• Both SEF notionals and trade counts increased 21% and 19% respectively
• 87% of total notional was cleared vs. 82%
• 55% 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 21% and 12% respectively
• Both cleared notionals and trade counts were up 28% and 24% respectively
• Both SEF notionals and trade counts increased 3% and 27% respectively
• 85% of total notional was cleared vs. 81%
• 49% 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 21% and 26% respectively
• Both cleared notionals and trade counts decreased 24% and 29% respectively
• Both SEF notionals and trade counts decreased 25% and 31% respectively
• 79% of total notional was cleared vs. 82%
• 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 40% and 9% respectively
• Both cleared notionals and trade counts increased 33% and 10% respectively
• Both SEF notionals and trade counts increased 34% and 7% respectively
• 79% of total notional was cleared vs. 83%
• 73% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional