Interest Rate Derivatives
2024 YTD vs. 2023 YTD
- Total IRD traded notional decreased by 7%, while trade count increased by 5%
- Fixed-for-floating IRS traded notional decreased by 29%, while trade count increased by 3%
- FRA traded notional and trade count decreased by 73% and 80%, respectively
- OIS traded notional and trade count increased by 36% and 41%, respectively
- 79% of total traded notional was cleared vs. 80% last year
- 57% of total traded notional was executed on SEFs vs. 60% last year
2024 Current Week vs. 2023 Current Week
Credit Derivatives Reported under CFTC Regulations
2024 YTD vs. 2023 YTD
- Total index credit derivatives traded notional and trade count decreased by 9% and 5%, respectively
- CDX HY traded notional and trade count decreased by 18% and 8%, respectively
- CDX IG traded notional and trade count decreased by 9% and 10%, respectively
- iTraxx Europe traded notional and trade count decreased by 6% and 4%, respectively
- 83% of total traded notional was cleared vs. 82% last year
- 83% of total traded notional was executed on SEFs vs. 80% last year
2024 Current Week vs. 2023 Current Week
Credit Derivatives Reported under SEC Regulations
2024 YTD vs. 2023 YTD
- Total security-based credit derivatives traded notional increased by 0.3%, while trade count decreased by 1%
- Corporate single-name CDS traded notional and trade count decreased by 3% and 2%, respectively
- Sovereign single-name CDS traded notional and trade count increased by 3% and 9%, respectively
- 47% of total traded notional was cleared vs. 54% last year
2024 Current Week vs. 2023 Current Week
