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 24% 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 19% and 6%, respectively
• Both cleared notionals and trade counts were up 25% and 18%, respectively
• Both SEF notionals and trade counts increased 7% and 11%, respectively
• 89% of total notional was cleared vs. 84%
• 49% 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 9% and 18%, respectively
• Both cleared notionals and trade counts decreased 11% and 19%, respectively
• Both SEF notionals and trade counts decreased 11% and 21%, respectively
• 79% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

• Overall CDS notionals were up 4%, while trade counts were down 10%
• Cleared notionals increased 3%, while trade counts decreased 12%
• SEF notionals increased 5%, while trade counts decreased 12%
• 83% of total notional was cleared vs. 84%
• 75% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional