Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
• Both cleared notionals and trade counts were up 24% and 17%, respectively
• Both SEF notionals and trade counts increased 18% and 20%, respectively
• 88% of total notional was cleared vs. 84%
• 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 45% and 14%, respectively
• Both cleared notionals and trade counts were up 49% and 19%, respectively
• Both SEF notionals and trade counts increased 44% and 15%, respectively
• 89% of total notional was cleared vs. 86%
• 56% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

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

• Both overall CDS notionals and trade counts were down 10% and 18%, respectively
• Both cleared notionals and trade counts decreased 12% and 19%, respectively
• Both SEF notionals and trade counts decreased 12% and 21%, 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 down 17% and 41%, respectively
• Both cleared notionals and trade counts decreased 21% and 41%, respectively
• Both SEF notionals and trade counts decreased 20% and 40%, respectively
• 80% of total notional was cleared vs. 85%
• 76% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional