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 29% and 16% respectively
- Both SEF notionals and trade counts increased 20%
- 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 7%, while trade counts increased 16%
- Both cleared notionals and trade counts were up 8% and 28% respectively
- SEF notionals decreased 4%, while trade counts increased 25%
- 86% of total notional was cleared vs. 74%
- 54% of total notional was executed On SEF vs. 52%
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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 24% respectively
- Both cleared notionals and trade counts decreased 21% and 26% respectively
- Both SEF notionals and trade counts decreased 22% and 28% respectively
- 79% 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 up 57% and 28% respectively
- Both cleared notionals and trade counts increased 59% and 33% respectively
- Both SEF notionals and trade counts increased 49% and 19% respectively
- 82% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 78%