Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
• Both cleared notionals and trade counts were up 28% and 17%, respectively
• Both SEF notionals and trade counts increased 20% and 21%, respectively
• 88% of total notional was cleared vs. 83%
• 55% 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 5% and 4%, respectively
• Both cleared notionals and trade counts were up 9% and 13%, respectively
• Both SEF notionals and trade counts increased 8% and 13%, respectively
• 87% of total notional was cleared vs. 84%
• 59% of total notional was executed On SEF vs. 57%

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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 16% and 23%, respectively
• Both cleared notionals and trade counts decreased 19% and 24%, respectively
• Both SEF notionals and trade counts decreased 19% and 26%, respectively
• 79% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

• Overall CDS notionals increased 12%, while trade counts were down 8%
• Both cleared notionals and trade counts increased 17% and 1%, respectively
• Both SEF notionals and trade counts increased 23% and 3%, respectively
• 79% of total notional was cleared vs. 76%
• 71% of total notional was executed On SEF vs. 64%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional