Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 22% and 8% respectively
- Both cleared notionals and trade counts were up 30% and 17% respectively
- Both SEF notionals and trade counts increased 21%
- 88% of total notional was cleared vs. 83%
- 56% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts increased 70% and 16% respectively
- Both cleared notionals and trade counts were up 85% and 27% respectively
- Both SEF notionals and trade counts increased 93% and 32% respectively
- 93% of total notional was cleared vs. 85%
- 67% of total notional was executed On SEF vs. 59%
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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 16% and 22% respectively
- Both cleared notionals and trade counts decreased 19% and 25% respectively
- Both SEF notionals and trade counts decreased 20% and 27% respectively
- 78% of total notional was cleared vs. 82%
- 74% of total notional was executed On SEF vs. 78%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 2% and 7% respectively
- Both cleared notionals and trade counts decreased 2% and 7% respectively
- SEF notionals increased 2%, while trade counts decreased 7%
- 77% of total notional was cleared, flat with last year
- 73% of total notional was executed On SEF vs. 71%