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