Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notionals and trade counts increased 33% and 25%, respectively
- Both cleared notionals and trade counts were up 33% and 28%, respectively
- Both SEF notionals and trade counts increased 32%
- 88% of total notional was cleared, flat with last year
- 57% of total notional was executed On SEF, flat with last year
2018 current week vs. 2017 current week
- Both interest rate notionals and trade counts increased 12% and 16%, respectively
- Both cleared notionals and trade counts were up 12% and 18%, respectively
- Both SEF notionals and trade counts increased 24% and 25%, respectively
- 91% of total notional was cleared, flat with last year
- 58% of total notional was executed On SEF vs. 52%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notionals and trade counts increased 78% and 35%, respectively
- Both cleared notionals and trade counts were up 94% and 50%, respectively
- Both SEF notionals and trade counts increased 94% and 49%, respectively
- 83% of total notional was cleared vs. 76%
- 79% of total notional was executed On SEF vs. 72%
2018 current week vs. 2017 current week
- Both CDS notionals and trade counts increased 67% and 22%, respectively
- Both cleared notionals and trade counts were up 93% and 46%, respectively
- Both SEF notionals and trade counts increased 90% and 44%, respectively
- 87% of total notional was cleared vs. 75%
- 81% of total notional was executed On SEF vs. 71%
Weekly On-SEF Notional
