Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 28% and 19%, respectively
  • Both cleared notional and trade count were up 29% and 22%, respectively
  • Both On-SEF notional and trade count increased 31% and 26%, respectively
  • 88% of total notional was cleared, flat with last year
  • 56% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 38% and 46%, respectively
  • Both cleared notional and trade count were up 37% and 50%, respectively
  • Both On-SEF notional and trade count increased 39% and 49%, respectively
  • 88% of total notional was cleared vs. 89%
  • 51% of total notional was executed On SEF vs. 50%

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 44% and 22%, respectively
  • Both cleared notional and trade count were up 53% and 30%, respectively
  • Both On-SEF notional and trade count increased 55% and 31%, 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 180% and 118%, respectively
  • Both cleared notional and trade count were up 215% and 138%, respectively
  • Both On-SEF notional and trade count increased 222% and 142%, respectively
  • 88% of total notional was cleared vs. 78%
  • 84% of total notional was executed On SEF vs. 73%

Weekly On-SEF Traded Notional

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 21%, respectively
  • Both On-SEF notional and trade count increased 30% and 25%, respectively
  • 88% of total notional was cleared, flat with last year
  • 56% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 23% and 7%, respectively
  • Both cleared notional and trade count were up 22% and 8%, respectively
  • Both On-SEF notional and trade count increased 17% and 13%, respectively
  • 88% of total notional was cleared, flat with last year
  • 54% of total notional was executed On SEF vs. 57%

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 40% and 19%, respectively
  • Both cleared notional and trade count were up 48% and 26%, respectively
  • Both On-SEF notional and trade count increased 49% and 28%, 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 87% and 59%, respectively
  • Both cleared notional and trade count were up 104% and 69%, respectively
  • Both On-SEF notional and trade count increased 118% and 73%, respectively
  • 83% of total notional was cleared vs. 76%
  • 79% of total notional was executed On SEF vs. 68%

Weekly On-SEF Traded Notional

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

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 26% and 17%, respectively
  • Both cleared notional and trade count were up 27% and 20%, respectively
  • Both On-SEF notional and trade count increased 30% and 25%, respectively
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count decreased 12% and 6%, respectively
  • Both cleared notional and trade count were down 17% and 8%, respectively
  • Both On-SEF notional and trade count decreased 17% and 8%, respectively
  • 84% of total notional was cleared vs. 89%
  • 54% of total notional was executed On SEF vs. 57%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 40% and 19%, respectively
  • Both cleared notional and trade count were up 49% and 27%, respectively
  • Both On-SEF notional and trade count increased 50% and 28%, 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 11% and 10%, respectively
  • Both cleared notional and trade count were up 16% and 10%, respectively
  • Both On-SEF notional and trade count increased 15% and 11%, respectively
  • 81% of total notional was cleared vs. 77%
  • 76% of total notional was executed On SEF vs. 73%

 

 

Weekly On-SEF Traded Notional

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 29% and 19%, respectively
  • Both cleared notional and trade count were up 30% and 22%, respectively
  • Both On-SEF notional and trade count increased 33% and 27%, 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 21% and 11%, respectively
  • Both cleared notional and trade count were up 22% and 13%, respectively
  • Both On-SEF notional and trade count increased 29% and 20%, respectively
  • 88% of total notional was cleared vs. 87%
  • 56% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 42% and 19%, respectively
  • Both cleared notional and trade count were up 51% and 28%, respectively
  • Both On-SEF notional and trade count increased 52% and 29%, 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 51% and 37%, respectively
  • Both cleared notional and trade count were up 66% and 43%, respectively
  • Both On-SEF notional and trade count increased 67% and 44%
  • 83% of total notional was cleared vs. 76%
  • 79% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Traded Notional

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 28% and 19%, respectively
  • Both cleared notional and trade count were up 36% and 40%, respectively
  • Both On-SEF notional and trade count increased 40% and 55%, respectively
  • 88% of total notional was cleared vs. 84%
  • 57% of total notional was executed On SEF vs. 52%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 44% and 42%, respectively
  • Both cleared notional and trade count were up 48% and 67%, respectively
  • Both On-SEF notional and trade count increased 87% and 101%, respectively
  • 88% of total notional was cleared vs. 86%
  • 59% of total notional was executed On SEF vs. 46%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 48% and 20%, respectively
  • Both cleared notional and trade count were up 57% and 30%, respectively
  • Both On-SEF notional and trade count increased 58% and 30%, respectively
  • 84% of total notional was cleared vs. 79%
  • 80% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 52% and 43%, respectively
  • Both cleared notional and trade count were up 68% and 57%, respectively
  • Both On-SEF notional and trade count increased 69% and 58%
  • 82% of total notional was cleared vs. 74%
  • 78% of total notional was executed On SEF vs. 71%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 28% and 17%, respectively
  • Both cleared notional and trade count were up 29% and 21%, respectively
  • Both On-SEF notional and trade count increased 29% and 25%, respectively
  • 89% of total notional was cleared vs. 87%
  • 57% of total notional was executed On SEF vs. 56%

2018 current week vs. 2017 current week

  • Interest rate notional increased 3%, but trade count decreased 4%
  • Cleared notional was up 4%, but trade count was down 1%, respectively
  • Both On-SEF notional and trade count increased 16% and 2%, respectively
  • 87% of total notional was cleared vs. 86%
  • 54% of total notional was executed On SEF vs. 48%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 48% and 19%, respectively
  • Both cleared notional and trade count were up 57% and 29%, respectively
  • Both On-SEF notional and trade count increased 57% and 29%, respectively
  • 84% of total notional was cleared vs. 79%
  • 80% of total notional was executed On SEF vs. 75%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 21% and 15%, respectively
  • Both cleared notional and trade count were up 27% and 18%, respectively
  • Both On-SEF notional and trade count increased 29% and 19%
  • 86% of total notional was cleared vs. 81%
  • 83% of total notional was executed On SEF vs. 77%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 29% and 19%, respectively
  • Both cleared notional and trade count were up 31% and 22%, respectively
  • Both SEF notional and trade count increased 29% and 27%, respectively
  • 89% of total notional was cleared vs. 88% last year
  • 57% of total notional was executed On SEF vs. 57%

2018 current week vs. 2017 current week

  • Interest rate notional increased 4%, but trade count decreased 5%
  • Cleared notional was up 8%, but trade count was down 3%, respectively
  • Both SEF notional and trade count increased 11% and 6%, respectively
  • 91% of total notional was cleared vs. 88%
  • 61% of total notional was executed On SEF vs. 57%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 50% and 19%, respectively
  • Both cleared notional and trade count were up 59% and 30%, respectively
  • Both SEF notional and trade count increased 60% and 30%, respectively
  • 84% of total notional was cleared vs. 79%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • CDS notional increased 3%, but trade count decreased 5%
  • Both cleared notional and trade count were up 8% and 1%, respecitvely
  • Both SEF notional and trade count increased 8% and 2%
  • 88% of total notional was cleared vs. 84%
  • 85% of total notional was executed On SEF vs. 81%

 

 

Weekly On-SEF Notional

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

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 31% and 22%, respectively
  • Both cleared notional and trade count were up 32% and 25%, respectively
  • Both SEF notional and trade count increased 32% and 29%, respectively
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 56%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 37% and 22%, respectively
  • Both cleared notional and trade count were up 42% and 27%, respectively
  • Both SEF notional and trade count increased 48% and 31%, respectively
  • 89% of total notional was cleared vs. 86%
  • 55% of total notional was executed On SEF vs. 51%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 62% and 24%, respectively
  • Both cleared notional and trade count were up 74% and 36%, respectively
  • Both SEF notional and trade count increased 74% and 36%, respectively
  • 82% of total notional was cleared vs. 77%
  • 78% of total notional was executed On SEF vs. 73%

2018 current week vs. 2017 current week

  • CDS notional increased 5%, while trade count decreased 11%
  • Cleared notional were up 5%, while trade count were down 10%
  • SEF notional increased 8%, while trade count decreased 9%
  • 79% of total notional was cleared vs. 78%
  • 75% of total notional was executed On SEF vs. 73%

 

 

Weekly On-SEF Notional