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 vs. 56%
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts increased 38% and 17% respectively
- Both cleared notionals and trade counts were up 49% and 33% respectively
- Both SEF notionals and trade counts increased 40% and 36% respectively
- 86% of total notional was cleared vs. 80%
- 47% of total notional was executed On SEF vs. 46%
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 23% respectively
- Both cleared notionals and trade counts decreased 20% and 25% respectively
- Both SEF notionals and trade counts decreased 20% and 27% 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 10% and 12% respectively
- Both cleared notionals and trade counts decreased 12% and 3% respectively
- Both SEF notionals and trade counts decreased 12% and 17% respectively
- 81% of total notional was cleared vs. 83%
- 75% of total notional was executed On SEF vs. 77%
Go to the SwapsInfo CDS Price/Transaction page
Weekly On-SEF Notional
