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
