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
