Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 9% and 4% respectively
- Both cleared notionals and trade counts were up 16% and 14% respectively
- Both SEF notionals and trade counts increased 11% and 10% respectively
- 86% of total notional was cleared vs. 81%
- 59% of total notional was executed On SEF vs. 58%
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts increased 6% and 11% respectively
- Both cleared notionals and trade counts were up 14% and 22% respectively
- Both SEF notionals and trade counts increased 1% and 22% respectively
- 86% of total notional was cleared vs. 80%
- 56% of total notional was executed On SEF vs. 58%
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 48%
- Both cleared notionals and trade counts decreased 53% and 50% respectively
- Both SEF notionals and trade counts decreased 54% and 51% respectively
- 74% of total notional was cleared vs. 82%
- 70% of total notional was executed On SEF vs. 77%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 61%
- Both cleared notionals and trade counts decreased 66% and 61% respectively
- Both SEF notionals and trade counts decreased 66% and 62% respectively
- 71% of total notional was cleared vs. 81%
- 65% of total notional was executed On SEF vs. 74%
