Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 28% and 19%, respectively
- Both cleared notional and trade count were up 36% and 40%, respectively
- Both On-SEF notional and trade count increased 40% and 55%, respectively
- 88% of total notional was cleared vs. 84%
- 57% of total notional was executed On SEF vs. 52%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count increased 44% and 42%, respectively
- Both cleared notional and trade count were up 48% and 67%, respectively
- Both On-SEF notional and trade count increased 87% and 101%, respectively
- 88% of total notional was cleared vs. 86%
- 59% of total notional was executed On SEF vs. 46%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 48% and 20%, respectively
- Both cleared notional and trade count were up 57% and 30%, respectively
- Both On-SEF notional and trade count increased 58% and 30%, respectively
- 84% of total notional was cleared vs. 79%
- 80% of total notional was executed On SEF vs. 74%
2018 current week vs. 2017 current week
- Both CDS notional and trade count increased 52% and 43%, respectively
- Both cleared notional and trade count were up 68% and 57%, respectively
- Both On-SEF notional and trade count increased 69% and 58%
- 82% of total notional was cleared vs. 74%
- 78% of total notional was executed On SEF vs. 71%
Weekly On-SEF Notional
