Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 26% and 7% respectively
- Both cleared notionals and trade counts were up 34% and 16% respectively
- Both SEF notionals and trade counts increased 26% and 19% respectively
- 88% of total notional was cleared vs. 82%
- 56% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Overall interest rate notionals remained flat, while trade counts decreased 13%
- Cleared notionals were up 8%, while trade counts were down 3%
- Both SEF notionals and trade counts decreased 11% and 5% respectively
- 89% of total notional was cleared vs. 82%
- 49% 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 25% and 29% respectively
- Both cleared notionals and trade counts decreased 28% and 32% respectively
- Both SEF notionals and trade counts decreased 29% and 33% respectively
- 79% of total notional was cleared vs. 82%
- 75% of total notional was executed On SEF vs. 78%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 9% and 19% respectively
- Both cleared notionals and trade counts decreased 18% and 26% respectively
- Both SEF notionals and trade counts decreased 17% and 27% respectively
- 75% of total notional was cleared vs. 83%
- 71% of total notional was executed On SEF vs. 78%