Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 11% and 3% respectively
  • Both cleared notionals and trade counts were up 18% and 12% respectively
  • Both SEF notionals and trade counts increased 15% and 11% respectively
  • 87% of total notional was cleared vs. 82%
  • 60% of total notional was executed On SEF vs. 58%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 18% and 1% respectively
  • Both cleared notionals and trade counts were up 27% and 9% respectively
  • Both SEF notionals and trade counts increased 29% and 9% respectively
  • 88% of total notional was cleared vs. 83%
  • 61% of total notional was executed On SEF vs. 56%

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 46% and 45% respectively
  • Both cleared notionals and trade counts decreased 51% and 49% respectively
  • Both SEF notionals and trade counts decreased 52% and 50% respectively
  • 75% of total notional was cleared vs. 82%
  • 70% 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 47% and 46% respectively
  • Both cleared notionals and trade counts decreased 51% and 52% respectively
  • Both SEF notionals and trade counts decreased 53%
  • 78% of total notional was cleared vs. 84%
  • 73% of total notional was executed On SEF vs. 81%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional