Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

• Both overall interest rate notionals and trade counts increased 23% and 7% respectively
• Both cleared notionals and trade counts were up 30% and 15% respectively
• Both SEF notionals and trade counts increased 21% and 20% respectively
• 88% of total notional was cleared vs. 83%
• 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

• Overall interest rate notionals and trade counts increased 19% and 9% respectively
• Both cleared notionals and trade counts were up 25% and 22% respectively
• Both SEF notionals and trade counts increased 9% and 27% respectively
• 90% of total notional was cleared vs. 85%
• 60% of total notional was executed On SEF vs. 65%

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Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

• Both overall CDS notionals and trade counts were down 20% and 26% respectively
• Both cleared notionals and trade counts decreased 24% and 29% respectively
• Both SEF notionals and trade counts decreased 24% and 30% respectively
• 78% of total notional was cleared vs. 82%
• 74% 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 4% and 24% respectively
• Both cleared notionals and trade counts decreased 12% and 25% respectively
• Both SEF notionals and trade counts decreased 12% and 27% respectively
• 76% of total notional was cleared vs. 83%
• 72% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional