Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
• Both cleared notionals and trade counts were up 23% and 16%, respectively
• Both SEF notionals and trade counts increased 17% and 20%, 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 9% and 8%, respectively
• Cleared notionals were down 8%, while trade counts were up 5%
• Both SEF notionals and trade counts decreased 12% and 1%, respectively
• 86% of total notional was cleared vs. 85%
• 54% of total notional was executed On SEF vs. 55%

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 11% and 19%, respectively
• Both cleared notionals and trade counts decreased 13% and 19%, respectively
• Both SEF notionals and trade counts decreased 13% and 22%, respectively
• 79% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were up 68% and 36%, respectively
• Both cleared notionals and trade counts increased 79% and 48%, respectively
• Both SEF notionals and trade counts increased 77% and 47%, respectively
• 79% of total notional was cleared vs. 75%
• 71% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional