Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 23% and 6% respectively
- Both cleared notionals and trade counts were up 31% and 15% respectively
- Both SEF notionals and trade counts increased 21% and 19% 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
- Both overall interest rate notionals and trade counts increased 21% and 12% respectively
- Both cleared notionals and trade counts were up 28% and 24% respectively
- Both SEF notionals and trade counts increased 3% and 27% respectively
- 85% of total notional was cleared vs. 81%
- 49% of total notional was executed On SEF vs. 57%
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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 26% respectively
- Both cleared notionals and trade counts decreased 24% and 29% respectively
- Both SEF notionals and trade counts decreased 25% and 31% 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 40% and 9% respectively
- Both cleared notionals and trade counts increased 33% and 10% respectively
- Both SEF notionals and trade counts increased 34% and 7% respectively
- 79% of total notional was cleared vs. 83%
- 73% of total notional was executed On SEF vs. 76%