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 14% respectively
- Both SEF notionals and trade counts increased 24% and 16% respectively
- 88% 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 16% and 7% respectively
- Both cleared notionals and trade counts were up 20% and 15% respectively
- Both SEF notionals and trade counts increased 10% and 19% respectively
- 86% of total notional was cleared vs. 83%
- 51% 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 38%
- Both cleared notionals and trade counts decreased 42% and 41% respectively
- Both SEF notionals and trade counts decreased 42%
- 77% of total notional was cleared vs. 81%
- 73% 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 7% respectively
- Both cleared notionals and trade counts decreased 10% and 9% respectively
- Both SEF notionals and trade counts decreased 12% and 11% respectively
- 79% of total notional was cleared vs. 83%
- 73% of total notional was executed On SEF vs. 79%