Interest Rate Derivatives
- Total IRD traded notional and trade count increased by 20% and 17%, respectively
- Fixed-for-floating IRS traded notional and trade count increased by 46% and 15%, respectively
- FRA traded notional and trade count decreased by 31% and 52%, respectively
- OIS traded notional and trade count increased by 22% and 23%, respectively
- 72% of total traded notional was cleared vs. 77% last year
- 58% of total traded notional was executed on SEFs vs. 52% last year
2024 Current Week vs. 2023 Current Week
Credit Derivatives Reported under CFTC Regulations
2024 YTD vs. 2023 YTD
- Total index credit derivatives traded notional increased by 10%, while trade count decreased by 3%
- CDX HY traded notional and trade count decreased by 9% and 15%, respectively
- CDX IG traded notional increased by 5%, while trade count decreased by 3%
- iTraxx Europe traded notional and trade count increased by 14% and 1%, respectively
- 83% of total traded notional was cleared vs. 86% last year
- 82% of total traded notional was executed on SEFs vs. 84% last year
2024 Current Week vs. 2023 Current Week
Credit Derivatives Reported under SEC Regulations
2024 YTD vs. 2023 YTD
- Total security-based credit derivatives traded notional and trade count decreased by 10% and 14%, respectively
- Corporate single-name CDS traded notional and trade count decreased by 14% and 17%, respectively
- Sovereign single-name CDS traded notional and trade count both decreased by 7%
- 53% of total traded notional was cleared vs. 50% last year
2024 Current Week vs. 2023 Current Week
