Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 20% and 8% respectively
- Both cleared notionals and trade counts were up 28% and 17% respectively
- Both SEF notionals and trade counts increased 18% and 21% respectively
- 87% of total notional was cleared vs. 82%
- 55% of total notional was executed On SEF vs. 56%
2017 current week vs. 2016 current week
- Overall interest rate notionals decreased 5%, while trade counts increased 1%
- Cleared notionals were down 2%, while trade counts were up 10%
- SEF notionals decreased 11%, while trade counts increased 8%
- 89% of total notional was cleared vs. 86%
- 59% of total notional was executed On SEF vs. 63%
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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 20% and 26% respectively
- Both SEF notionals and trade counts decreased 21% and 28% 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 14% and 30% respectively
- Both cleared notionals and trade counts decreased 18% and 31% respectively
- Both SEF notionals and trade counts decreased 23% and 34% respectively
- 76% of total notional was cleared vs. 79%
- 67% of total notional was executed On SEF vs. 74%