Interest Rates Derivatives

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

  • Both interest rate notionals and trade counts increased 30% and 22%, respectively
  • Both cleared notionals and trade counts were up 31% and 25%, respectively
  • Both SEF notionals and trade counts increased 31% and 29%, respectively
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF, flat with last year

2018 current week vs. 2017 current week

  • Interest rate notionals increased 11%, while trade counts decreased 2%
  • Both cleared notionals and trade counts were up 12% and 1%, respectively
  • Both SEF notionals and trade counts increased 18% and 4%, respectively
  • 89% of total notional was cleared vs. 88%
  • 58% of total notional was executed On SEF vs. 54%

 

Credit Default Swaps

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

  • Both CDS notionals and trade counts increased 69% and 29%, respectively
  • Both cleared notionals and trade counts were up 82% and 42%, respectively
  • Both SEF notionals and trade counts increased 82% and 41%, respectively
  • 83% of total notional was cleared vs. 77%
  • 79% of total notional was executed On SEF vs. 73%

2018 current week vs. 2017 current week

  • CDS notionals increased 7%, while trade counts decreased 14%
  • Cleared notionals were up 9%, while trade were down 9%
  • SEF notionals increased 8%, while trade counts decreased 10%
  • 83% of total notional was cleared vs. 81%
  • 79% of total notional was executed On SEF, flat with last year

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

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

  • Both interest rate notionals and trade counts increased 33% and 25%, respectively
  • Both cleared notionals and trade counts were up 33% and 28%, respectively
  • Both SEF notionals and trade counts increased 32%
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF, flat with last year

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 12% and 16%, respectively
  • Both cleared notionals and trade counts were up 12% and 18%, respectively
  • Both SEF notionals and trade counts increased 24% and 25%, respectively
  • 91% of total notional was cleared, flat with last year
  • 58% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

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

  • Both CDS notionals and trade counts increased 78% and 35%, respectively
  • Both cleared notionals and trade counts were up 94% and 50%, respectively
  • Both SEF notionals and trade counts increased 94% and 49%, respectively
  • 83% of total notional was cleared vs. 76%
  • 79% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 67% and 22%, respectively
  • Both cleared notionals and trade counts were up 93% and 46%, respectively
  • Both SEF notionals and trade counts increased 90% and 44%, respectively
  • 87% of total notional was cleared vs. 75%
  • 81% 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 notionals and trade counts increased 37% and 26%, respectively
  • Both cleared notionals and trade counts were up 38% and 30%, respectively
  • Both SEF notionals and trade counts increased 33%
  • 87% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 59%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 2% and 6%, respectively
  • Both cleared notionals and trade counts were up 0.37% and 10%, respectively
  • Both SEF notionals and trade counts increased 7% and 12%, respectively
  • 86% of total notional was cleared vs. 88%
  • 55% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

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

  • Both CDS notionals and trade counts increased 77% and 35%, respectively
  • Both cleared notionals and trade counts were up 91% and 48%, respectively
  • Both SEF notionals and trade counts increased 92% and 48%, respectively
  • 82% of total notional was cleared vs. 76%
  • 78% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 77% and 41%, respectively
  • Both cleared notionals and trade counts were up 96% and 58%, respectively
  • Both SEF notionals and trade counts increased 99% and 60%, respectively
  • 86% of total notional was cleared vs. 77%
  • 82% of total notional was executed On SEF vs. 74%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

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

  • Both interest rate notionals and trade counts increased 40% and 27%, respectively
  • Both cleared notionals and trade counts were up 42% and 30%, respectively
  • Both SEF notionals and trade counts increased 35% and 34%, respectively
  • 88% of total notional was cleared vs. 87%
  • 58% of total notional was executed On SEF vs. 60%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 41% and 38%, respectively
  • Both cleared notionals and trade counts were up 38% and 40%, respectively
  • Both SEF notionals and trade counts increased 24% and 45%, respectively
  • 86% of total notional was cleared vs. 88%

 

Credit Default Swaps

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

  • Both CDS notionals and trade counts increased 69% and 28%, respectively
  • Both cleared notionals and trade counts were up 81% and 39%, respectively
  • Both SEF notionals and trade counts increased 82% and 39%, respectively
  • 81% of total notional was cleared vs. 76%
  • 77% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 204% and 128%, respectively
  • Both cleared notionals and trade counts were up 223% and 158%, respectively
  • Both SEF notionals and trade counts increased 223% and 157%, respectively
  • 84% of total notional was cleared vs. 79%
  • 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 notionals and trade counts increased 40% and 25%, respectively
  • Both cleared notionals and trade counts were up 43% and 28%, respectively
  • Both SEF notionals and trade counts increased 37% and 32%, respectively
  • 88% of total notional was cleared vs. 86%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 26% and 39%, respectively
  • Both cleared notionals and trade counts were up 25% and 40%, respectively
  • Both SEF notionals and trade counts increased 19% and 45%, respectively
  • 87% of total notional was cleared vs. 88%
  • 57% of total notional was executed On SEF vs. 61%

 

Credit Default Swaps

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

  • Both CDS notionals and trade counts increased 32% and 2%, respectively
  • Both cleared notionals and trade counts were up 39% and 7%, respectively
  • Both SEF notionals and trade counts increased 39% and 7%, respectively
  • 78% of total notional was cleared vs. 74%
  • 74% of total notional was executed On SEF vs. 70%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 53% and 22%, respectively
  • Both cleared notionals and trade counts were up 61% and 39%, respectively
  • Both SEF notionals and trade counts increased 68% and 42%, respectively
  • 82% of total notional was cleared vs. 77%
  • 79% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

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

  • Both interest rate notionals and trade counts increased 45% and 21%, respectively
  • Both cleared notionals and trade counts were up 49% and 25%, respectively
  • Both SEF notionals and trade counts increased 43% and 28%, respectively
  • 88% of total notional was cleared vs. 86%
  • 59% of total notional was executed On SEF vs. 60%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 38% and 30%, respectively
  • Both cleared notionals and trade counts were up 39% and 31%, respectively
  • Both SEF notionals and trade counts increased 23% and 38%, respectively
  • 87% of total notional was cleared, flat with last year
  • 55% of total notional was executed On SEF vs. 62%

 

Credit Default Swaps

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

  • CDS notionals increased 26%, while trade counts decreased 5%
  • Cleared notionals were up 32%, while trade counts were down 2%
  • SEF notionals increased 31%, while trade counts decreased 3%
  • 77% of total notional was cleared vs. 74%
  • 72% of total notional was executed On SEF vs. 70%

2018 current week vs. 2017 current week

  • CDS notionals increased 25%, while trade counts decreased 14%
  • Cleared notionals were up 41%, while trade counts were down 6%
  • SEF notionals increased 39%, while trade counts decreased 6%
  • 81% of total notional was cleared vs. 72%
  • 77% of total notional was executed On SEF vs. 70%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

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

  • Both interest rate notionals and trade counts increased 47% and 18%, respectively
  • Both cleared notionals and trade counts were up 52% and 23%, respectively
  • Both SEF notionals and trade counts increased 51% and 25%, respectively
  • 89% of total notional was cleared vs. 86%
  • 61% of total notional was executed On SEF vs. 59%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 56% and 22%, respectively
  • Both cleared notionals and trade counts were up 60% and 26%, respectively
  • Both SEF notionals and trade counts increased 51% and 25%, respectively
  • 87% of total notional was cleared vs. 85%
  • 54% of total notional was executed On SEF vs. 56%

 

Credit Default Swaps

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

  • CDS notionals increased 16%, while trade counts decreased 8%
  • Cleared notionals were up 16%, while trade counts were down 9%
  • SEF notionals increased 15%, while trade counts decreased 10%
  • 75% of total notional was cleared vs. 76%
  • 71% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 52% and 16%, respectively
  • Both ceared notionals and trade counts were up 66% and 19%, respectively
  • Both SEF notionals and trade counts increased 62% and 16%, respectively
  • 77% of total notional was cleared vs. 71%
  • 69% of total notional was executed On SEF vs. 65%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

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

  • Both interest rate notionals and trade counts increased 43% and 16%, respectively
  • Both cleared notionals and trade counts were up 49% and 21%, respectively
  • Both SEF notionals and trade counts increased 50% and 25%, respectively
  • 89% of total notional was cleared vs. 86%
  • 64% of total notional was executed On SEF vs. 61%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 38% and 18%, respectively
  • Both cleared notionals and trade counts were up 43% and 25%, respectively
  • Both SEF notionals and trade counts increased 52% and 32%, respectively
  • 90% of total notional was cleared vs. 87%
  • 68% of total notional was executed On SEF vs. 62%

 

Credit Default Swaps

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

  • CDS notionals increased 16%, while trade counts decreased 8%
  • Cleared notionals were up 16%, while trade counts were down 9%
  • SEF notionals increased 15%, while trade counts decreased 10%
  • 75% of total notional was cleared vs. 76%
  • 71% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • CDS notionals increased 23%, while trade counts decreased 8%
  • Cleared notionals were up 24%, while trade counts were down 10%
  • SEF notionals increased 22%, while trade counts decreased 10%
  • 75% of total notional was cleared, flat with last year
  • 71% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

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

  • Overall interest rate notionals increased 35%, while trade counts decreased 3%
  • Cleared notionals were up 42%, while trade counts were down .11%
  • Both SEF notionals and trade counts increased 35% and 2%, respectively
  • 89% of total notional was cleared vs. 85%
  • 59% of total notional was executed On SEF, flat with last year

2018 current week vs. 2017 current week

  • Overall interest rate notionals increased 35%, while trade counts decreased 3%
  • Cleared notionals were up 42%, while trade counts were down .11%
  • Both SEF notionals and trade counts increased 35% and 2%, respectively
  • 89% of total notional was cleared vs. 85%
  • 59% of total notional was executed On SEF, flat with last year

 

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 9% and 23%, respectively
  • Both cleared notionals and trade counts decreased 11% and 26%, respectively
  • Both SEF notionals and trade counts decreased 11% and 26%, respectively
  • 74% of total notional was cleared vs. 76%
  • 70% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts were down 9% and 23%, respectively
  • Both cleared notionals increased and trade counts decreased 11% and 26%, respectively
  • Both SEF notionals and trade counts were down 11% and 26%, respectively
  • 74% of total notional was cleared vs. 76%
  • 70% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
  • Both cleared notionals and trade counts were up 21% and 14%, respectively
  • Both SEF notionals and trade counts increased 17%
  • 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

  • Both overall interest rate notionals and trade counts increased 8% and 1%, respectively
  • Both cleared notionals and trade counts were up 14% and 8%, respectively
  • Both SEF notionals and trade counts increased 8% and 14%, respectively
  • 89% of total notional was cleared vs. 84%
  • 57% of total notional was executed On SEF vs. 58%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 18%, 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

  • Overall CDS notionals were up 1% while trade counts were down 16%
  • Cleared notionals increased 7% while trade counts decreased 17%
  • SEF notionals were up 4% while trade counts were down 19%
  • 73% of total notional was cleared vs. 69%
  • 62% of total notional was executed On SEF vs. 71%

 

 

Weekly On-SEF Notional