Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
- Both cleared notionals and trade counts were up 23% and 16%, respectively
- Both SEF notionals and trade counts increased 19% and 19%
- 88% of total notional was cleared vs. 84%
- 55% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Overall interest rate notionals increased 13%, while trade counts decreased 6%
- Cleared notionals were up 20%, while trade counts were down 1%
- Both SEF notionals and trade counts increased 26% and 6%, respectively
- 88% of total notional was cleared vs. 84%
- 58% of total notional was executed On SEF vs. 52%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 5% and 17%, respectively
- Both cleared notionals and trade counts decreased 7% and 17%, respectively
- Both SEF notionals and trade counts decreased 7% and 19%, respectively
- 80% of total notional was cleared vs. 81%
- 75% of total notional was executed On SEF vs. 76%
2017 current week vs. 2016 current week
- CDS notionals were up 6%, while trade counts were down 15%
- Cleared notionals increased 11%, while trade counts decreased 17%
- SEF notionals were up 9%, while trade counts decreased 17%
- 83% of total notional was cleared vs. 79%
- 78% of total notional was executed On SEF vs. 75%
Weekly On-SEF Notional
