Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notionals and trade counts increased 30% and 22%, respectively
- Both cleared notionals and trade counts were up 31% and 25%, respectively
- Both SEF notionals and trade counts increased 31% and 29%, respectively
- 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
- Interest rate notionals increased 11%, while trade counts decreased 2%
- Both cleared notionals and trade counts were up 12% and 1%, respectively
- Both SEF notionals and trade counts increased 18% and 4%, respectively
- 89% of total notional was cleared vs. 88%
- 58% of total notional was executed On SEF vs. 54%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notionals and trade counts increased 69% and 29%, respectively
- Both cleared notionals and trade counts were up 82% and 42%, respectively
- Both SEF notionals and trade counts increased 82% and 41%, respectively
- 83% of total notional was cleared vs. 77%
- 79% of total notional was executed On SEF vs. 73%
2018 current week vs. 2017 current week
- CDS notionals increased 7%, while trade counts decreased 14%
- Cleared notionals were up 9%, while trade were down 9%
- SEF notionals increased 8%, while trade counts decreased 10%
- 83% of total notional was cleared vs. 81%
- 79% of total notional was executed On SEF, flat with last year
Weekly On-SEF Notional
