Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 23% and 7% respectively
- Both cleared notionals and trade counts were up 30% and 15% respectively
- Both SEF notionals and trade counts increased 21% and 20% respectively
- 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
- Overall interest rate notionals and trade counts increased 19% and 9% respectively
- Both cleared notionals and trade counts were up 25% and 22% respectively
- Both SEF notionals and trade counts increased 9% and 27% respectively
- 90% of total notional was cleared vs. 85%
- 60% of total notional was executed On SEF vs. 65%
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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 20% and 26% respectively
- Both cleared notionals and trade counts decreased 24% and 29% respectively
- Both SEF notionals and trade counts decreased 24% and 30% 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 4% and 24% respectively
- Both cleared notionals and trade counts decreased 12% and 25% respectively
- Both SEF notionals and trade counts decreased 12% and 27% respectively
- 76% of total notional was cleared vs. 83%
- 72% of total notional was executed On SEF vs. 79%