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
