Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 21% and 7% respectively
- Both cleared notionals and trade counts were up 28% and 16% respectively
- Both SEF notionals and trade counts increased 20%
- 88% of total notional was cleared vs. 83%
- 55% of total notional was executed On SEF vs. 56%
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts decreased 5% and 6% respectively
- Both cleared notionals and trade counts were down 6% and 5% respectively
- SEF notionals decreased 7% while trade counts increased 15%
- 87% of total notional was cleared vs. 88%
- 50% of total notional was executed On SEF vs. 51%
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Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 17% and 23% respectively
- Both cleared notionals and trade counts decreased 21% and 26% respectively
- Both SEF notionals and trade counts decreased 21% and 28% respectively
- 78% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 77%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 47%
- Both cleared notionals and trade counts decreased 47% and 50% respectively
- Both SEF notionals and trade counts decreased 47% and 51% respectively
- 78% of total notional was cleared vs. 79%
- 72% of total notional was executed On SEF vs. 73%