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 30% and 21% respectively
• 88% of total notional was cleared vs. 83%
• 57% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts increased 78% and 26% respectively
• Both cleared notionals and trade counts were up 92% and 37% respectively
• Both SEF notionals and trade counts increased 108% and 40% respectively
• 88% of total notional was cleared vs. 81%
• 56% of total notional was executed On SEF vs. 48%

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 27% and 30% respectively
• Both cleared notionals and trade counts decreased 30% and 33% respectively
• Both SEF notionals and trade counts decreased 31% and 34% respectively
• 79% of total notional was cleared vs. 81%
• 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 up 9% and 6% respectively
• Both cleared notionals and trade counts increased 11% and 6% respectively
• Both SEF notionals and trade counts increased 8% and 3% respectively
• 85% of total notional was cleared vs. 83%
• 75% of total notional was executed On SEF vs.78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional