Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 19% and 8%, respectively
• Both cleared notionals and trade counts were up 26% and 17%, respectively
• Both SEF notionals and trade counts increased 19% 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 decreased 10% and 9%, respectively
• Cleared notionals were down 5%, while  trade counts were up 1%
• Both SEF notionals and trade counts increased 14% and 6%, respectively
• 87% of total notional was cleared vs. 83%
• 62% of total notional was executed On SEF vs. 49%

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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 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 16% and 34%, respectively
• Both cleared notionals and trade counts decreased 22% and 33%, respectively
• Both SEF notionals and trade counts decreased 22% and 36%, respectively
• 78% of total notional was cleared vs. 84%
• 73% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional