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
