Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 31% and 21%, respectively
- Both cleared notional and trade count were up 33% and 24%, respectively
- Both SEF notional and trade count increased 31% and 28%, respectively
- 88% of total notional was cleared, flat with last year
- 56% of total notional was executed On SEF vs. 57%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count increased 37% and 12%, respectively
- Both cleared notional and trade count were up 42% and 16%, respectively
- Both SEF notional and trade count increased 18% and 20%, respectively
- 90% of total notional was cleared vs. 88%
- 51% of total notional was executed On SEF vs. 59%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 56% and 22%, respectively
- Both cleared notional and trade count were up 66% and 33%, respectively
- Both SEF notional and trade count increased 67% and 33%, respectively
- 83% of total notional was cleared vs. 78%
- 79% of total notional was executed On SEF vs. 74%
2018 current week vs. 2017 current week
- Both CDS notional and trade count increased 29% and 7%, respectively
- Both cleared notional and trade count were up 36% and 16%, respectively
- Both SEF notional and trade count increased 38% and 17%
- 88% of total notional was cleared vs. 83%
- 82% of total notional was executed On SEF vs. 77%
Weekly On-SEF Notional
