Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 27% and 18%, respectively
- Both cleared notional and trade count were up 28% and 20%, respectively
- Both On-SEF notional and trade count increased 30% and 25%, respectively
- 88% of total notional was cleared vs. 87%
- 57% of total notional was executed On SEF vs. 55%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count increased 32% and 14%, respectively
- Both cleared notional and trade count were up 33% and 16%, respectively
- Both On-SEF notional and trade count increased 28% and 20%, respectively
- 87% of total notional was cleared, flat with last year
- 53% of total notional was executed On SEF vs. 54%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 37% and 16%, respectively
- Both cleared notional and trade count were up 45% and 24%, respectively
- Both On-SEF notional and trade count increased 46% and 25%, respectively
- 83% of total notional was cleared vs. 79%
- 79% of total notional was executed On SEF vs. 74%
2018 current week vs. 2017 current week
- Both CDS notional and trade count decreased 8% and 15%, respectively
- Both cleared notional and trade count were down 12% and 20%, respectively
- Both On-SEF notional and trade count decreased 10% and 15%, respectively
- 79% of total notional was cleared vs. 82%
- 73% of total notional was executed On SEF vs. 74%
Weekly On-SEF Traded Notional
