Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 28% and 8% respectively
- Both cleared notionals and trade counts were up 36% and 17% respectively
- Both SEF notionals and trade counts increased 29% and 20% respectively
- 87% of total notional was cleared vs. 82%
- 56% 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 increased 20% and 5% respectively
- Both cleared notionals and trade counts were up 30% and 18% respectively
- Both SEF notionals and trade counts increased 9% and 15% respectively
- 86% of total notional was cleared vs. 80%
- 48% of total notional was executed On SEF vs. 53%
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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 26% and 29% respectively
- Both cleared notionals and trade counts decreased 29% and 32% respectively
- Both SEF notionals and trade counts decreased 29% and 34% respectively
- 79% of total notional was cleared vs. 82%
- 75% 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 6% and 18% respectively
- Both cleared notionals and trade counts decreased 10% and 20% respectively
- Both SEF notionals and trade counts decreased 10% and 22% respectively
- 82% of total notional was cleared vs. 85%
- 78% of total notional was executed On SEF vs. 81%