Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 19% and 8%, respectively
- Both cleared notionals and trade counts were up 26% and 17%, respectively
- Both SEF notionals and trade counts increased 19% and 21%, respectively
- 88% of total notional was cleared vs. 83%
- 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 decreased 10% and 9%, respectively
- Cleared notionals were down 5%, while trade counts were up 1%
- Both SEF notionals and trade counts increased 14% and 6%, respectively
- 87% of total notional was cleared vs. 83%
- 62% of total notional was executed On SEF vs. 49%
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 16% and 23%, respectively
- Both cleared notionals and trade counts decreased 19% and 24%, respectively
- Both SEF notionals and trade counts decreased 19% and 27%, respectively
- 79% of total notional was cleared vs. 81%
- 74% 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 16% and 34%, respectively
- Both cleared notionals and trade counts decreased 22% and 33%, respectively
- Both SEF notionals and trade counts decreased 22% and 36%, respectively
- 78% of total notional was cleared vs. 84%
- 73% of total notional was executed On SEF vs. 80%