Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 16% and 7%, respectively
- Both cleared notionals and trade counts were up 22% and 16%, respectively
- Both SEF notionals and trade counts increased 16% and 20%, respectively
- 88% of total notional was cleared vs. 83%
- 55% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts decreased 16% and 5%, respectively
- Both cleared notionals and trade counts were down 16% and 1%, respectively
- Both SEF notionals and trade counts decreased 12% and 3%, respectively
- 85% of total notional was cleared, flat with last year
- 57% of total notional was executed On SEF vs. 54%
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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 10% and 18%, respectively
- Both cleared notionals and trade counts decreased 12% and 19%, respectively
- Both SEF notionals and trade counts decreased 12% and 21%, respectively
- 79% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 76%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were up 39% and 18%, respectively
- Both cleared notionals and trade counts increased 59% and 34%, respectively
- Both SEF notionals and trade counts increased 68% and 37%, respectively
- 83% of total notional was cleared vs. 73%
- 80% of total notional was executed On SEF vs. 66%