Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 24% and 6% respectively
- Both cleared notionals and trade counts were up 31% and 14% respectively
- Both SEF notionals and trade counts increased 22% and 18% 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
- Both overall interest rate notionals and trade counts decreased 8% and 10% respectively
- Both cleared notionals and trade counts were down 4%
- SEF notionals decreased 26%, while trade counts increased 8%
- 89% of total notional was cleared vs. 85%
- 49% of total notional was executed On SEF vs. 61%
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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 24% and 28% respectively
- Both cleared notionals and trade counts decreased 27% and 31% respectively
- Both SEF notionals and trade counts decreased 27% and 32% 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
- Overall CDS notionals were up 11%, while trade counts were down 11%
- Cleared notionals increased 2%, while trade counts decreased 14%
- SEF notionals increased 3%, while trade counts decreased 16%
- 76% of total notional was cleared vs. 82%
- 70% of total notional was executed On SEF vs. 76%