Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 22% and 6% respectively
• Both cleared notionals and trade counts were up 29% and 14% respectively
• Both SEF notionals and trade counts increased 21% and 19% respectively
• 87% of total notional was cleared vs. 83%
• 55% of total notional was executed On SEF vs. 55%

2017 current week vs. 2016 current week

• Overall interest rate notionals increased 8% but trade counts decreased 2%
• Both cleared notionals and trade counts were up 11% and 4% respectively
• Both SEF notionals and trade counts increased 30% and 24% respectively
• 88% of total notional was cleared vs. 85%
• 52% of total notional was executed On SEF vs. 44%

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Credit Default Swaps

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

• Both overall CDS notionals and trade counts were down 21% and 27% respectively
• Both cleared notionals and trade counts decreased 25% and 29% respectively
• Both SEF notionals and trade counts decreased 25% and 31% respectively
• 78% 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 down 23% and 29% respectively
• Both cleared notionals and trade counts decreased 30% and 31% respectively
• Both SEF notionals and trade counts decreased 31% and 33% respectively
• 76% of total notional was cleared vs. 83%
• 72% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional