Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 20% and 8%, respectively
• Both cleared notionals and trade counts were up 27% 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 vs. 56%

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts increased 4% and 16%, respectively
• Both cleared notionals and trade counts were up 6% and 30%, respectively
• Both SEF notionals and trade counts increased 1% and 32%, respectively
• 88% of total notional was cleared vs. 86%
• 56% of total notional was executed On SEF vs. 58%

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 16% and 23%, respectively
• Both cleared notionals and trade counts decreased 18% 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

• Both overall CDS notionals and trade counts were down 5% and 18%, respectively
• Both cleared notionals and trade counts decreased 11% and 23%, respectively
• Both SEF notionals and trade counts decreased 11% and 23%, respectively
• 75% of total notional was cleared vs. 80%
• 69% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional