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 22% and 15%, respectively
- Both SEF notionals and trade counts increased 17% and 18%, 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 41% and 10%, respectively
- Both cleared notionals and trade counts were up 45% and 17%, respectively
- Both SEF notionals and trade counts increased 49% and 25%, respectively
- 89% of total notional was cleared vs. 86%
- 58% of total notional was executed On SEF vs. 54%
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
- Both overall CDS notionals and trade counts were down 34% and 39%, respectively
- Both cleared notionals and trade counts decreased 35% and 41%, respectively
- Both SEF notionals and trade counts were down 34% and 42%, respectively
- 76% of total notional was cleared vs. 78%
- 75% of total notional was executed On SEF vs. 74%
Weekly On-SEF Notional
