Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 28% and 8% respectively
• Both cleared notionals and trade counts were up 36% and 17% respectively
• Both SEF notionals and trade counts increased 29% and 20% respectively
• 87% of total notional was cleared vs. 82%
• 56% 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 20% and 5% respectively
• Both cleared notionals and trade counts were up 30% and 18% respectively
• Both SEF notionals and trade counts increased 9% and 15% respectively
• 86% of total notional was cleared vs. 80%
• 48% of total notional was executed On SEF vs. 53%

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 26% and 29% respectively
• Both cleared notionals and trade counts decreased 29% and 32% respectively
• Both SEF notionals and trade counts decreased 29% and 34% respectively
• 79% of total notional was cleared vs. 82%
• 75% 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 6% and 18% respectively
• Both cleared notionals and trade counts decreased 10% and 20% respectively
• Both SEF notionals and trade counts decreased 10% and 22% respectively
• 82% of total notional was cleared vs. 85%
• 78% of total notional was executed On SEF vs. 81%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional