Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 24% and 5% respectively
- Both cleared notionals and trade counts were up 32% and 14% respectively
- Both SEF notionals and trade counts increased 25% and 16% respectively
- 88% of total notional was cleared vs. 82%
- 57% 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 64% and 14% respectively
- Both cleared notionals and trade counts were up 77% and 18% respectively
- Both SEF notionals and trade counts increased 60% and 33% respectively
- 88% of total notional was cleared vs. 82%
- 54% of total notional was executed On SEF vs. 56%
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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 41% and 40% respectively
- Both cleared notionals and trade counts decreased 44%
- Both SEF notionals and trade counts decreased 44% and 45% respectively
- 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 31% and 24% respectively
- Both cleared notionals and trade counts decreased 33% and 27% respectively
- Both SEF notionals and trade counts decreased 32% and 28% respectively
- 81% of total notional was cleared vs. 83%
- 79% of total notional was executed On SEF vs. 80%