Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 24% and 6% respectively
• Both cleared notionals and trade counts were up 31% and 14% respectively
• Both SEF notionals and trade counts increased 22% and 18% 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

• Both overall interest rate notionals and trade counts decreased 8% and 10% respectively
• Both cleared notionals and trade counts were down 4%
• SEF notionals decreased 26%, while trade counts increased 8%
• 89% of total notional was cleared vs. 85%
• 49% of total notional was executed On SEF vs. 61%

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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 24% and 28% respectively
• Both cleared notionals and trade counts decreased 27% and 31% respectively
• Both SEF notionals and trade counts decreased 27% and 32% 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

• Overall CDS notionals were up 11%, while trade counts were down 11%
• Cleared notionals increased 2%, while trade counts decreased 14%
• SEF notionals increased 3%, while trade counts decreased 16%
• 76% of total notional was cleared vs. 82%
• 70% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional