Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 22% and 6% respectively
- Both cleared notionals and trade counts were up 29% and 14% respectively
- Both SEF notionals and trade counts increased 21% and 19% respectively
- 87% of total notional was cleared vs. 83%
- 55% of total notional was executed On SEF vs. 55%
2017 current week vs. 2016 current week
- Overall interest rate notionals increased 8% but trade counts decreased 2%
- Both cleared notionals and trade counts were up 11% and 4% respectively
- Both SEF notionals and trade counts increased 30% and 24% respectively
- 88% of total notional was cleared vs. 85%
- 52% of total notional was executed On SEF vs. 44%
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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 21% and 27% respectively
- Both cleared notionals and trade counts decreased 25% and 29% respectively
- Both SEF notionals and trade counts decreased 25% and 31% 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 23% and 29% respectively
- Both cleared notionals and trade counts decreased 30% and 31% respectively
- Both SEF notionals and trade counts decreased 31% and 33% respectively
- 76% of total notional was cleared vs. 83%
- 72% of total notional was executed On SEF vs. 79%