Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 21% and 7% respectively
• Both cleared notionals and trade counts were up 29% and 16% respectively
• Both SEF notionals and trade counts increased 20%
• 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

• Overall interest rate notionals decreased 7%, while trade counts increased 16%
• Both cleared notionals and trade counts were up 8% and 28% respectively
• SEF notionals decreased 4%, while trade counts increased 25%
• 86% of total notional was cleared vs. 74%
• 54% of total notional was executed On SEF vs. 52%

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 17% and 24% respectively
• Both cleared notionals and trade counts decreased 21% and 26% respectively
• Both SEF notionals and trade counts decreased 22% and 28% 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 57% and 28% respectively
• Both cleared notionals and trade counts increased 59% and 33% respectively
• Both SEF notionals and trade counts increased 49% and 19% respectively
• 82% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional