Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 15% and 5%, respectively
• Both cleared notionals and trade counts were up 20% and 14%, respectively
• Both SEF notionals and trade counts increased 15% and 17%, 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 12% and 6%, respectively
• Both cleared notionals and trade counts were up 17% and 16%, respectively
• Both SEF notionals and trade counts increased 8% and 20%, respectively
• 86% of total notional was cleared vs. 82%
• 49% of total notional was executed On SEF vs. 51%

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 9% and 19%, respectively
• Both cleared notionals and trade counts decreased 11% and 19%, respectively
• Both SEF notionals and trade counts decreased 11% and 21%, respectively
• 80% of total notional was cleared vs. 82%
• 75% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were up 44% and 9%, respectively
• Both cleared notionals and trade counts increased 40% and 5%, respectively
• Both SEF notionals and trade counts increased 39% and 4%, respectively
• 81% of total notional was cleared vs. 84%
• 76% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional