Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
- Both cleared notionals and trade counts were up 23% and 17%, respectively
- Both SEF notionals and trade counts increased 17% and 20%, respectively
- 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 26% and 12%, respectively
- Both cleared notionals and trade counts were up 30% and 20%, respectively
- Both SEF notionals and trade counts increased 28% and 24%, respectively
- 87% of total notional was cleared vs. 84%
- 52% of total notional was executed On SEF, flat with last year
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 8% and 17%, respectively
- Both SEF notionals and trade counts decreased 8% 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
- Both CDS notionals were and trade counts were up 3% and 21%, respectively
- Cleared notionals were up 4%, while trade counts were down 23%
- SEF notionals increased 1%, while trade counts decreased 24%
- 82% of total notional was cleared vs. 76%
- 76% of total notional was executed On SEF vs. 74%
Weekly On-SEF Notional
