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 23% 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 11% and 12%, respectively
• Both cleared notionals and trade counts were up 13% and 18%, respectively
• Both SEF notionals and trade counts increased 14% and 17%, respectively
• 88% of total notional was cleared vs. 86%
• 57% of total notional was executed On SEF vs. 55%

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 8% and 18%, respectively
• Both cleared notionals and trade counts decreased 10% and 19%, respectively
• Both SEF notionals and trade counts decreased 10% and 20%, respectively
• 80% of total notional was cleared vs. 81%
• 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

• Overall CDS notionals were up 14%, while trade counts were down 12%
• Cleared notionals increased 8%, while trade counts decreased 16%
• SEF notionals increased 11%, while trade counts decreased 15%
• 84% of total notional was cleared vs. 89%
• 80% of total notional was executed On SEF vs. 82%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional