Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 20% and 4% respectively
- Both cleared notionals and trade counts were up 28% and 13% respectively
- Both SEF notionals and trade counts increased 22% and 14% 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 45% and 14% respectively
- Both cleared notionals and trade counts were up 57% and 25% respectively
- Both SEF notionals and trade counts increased 30% and 25% respectively
- 91% of total notional was cleared vs. 84%
- 52% of total notional was executed On SEF vs. 58%
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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 42%
- Both cleared notionals and trade counts decreased 45% and 46% respectively
- Both SEF notionals and trade counts decreased 46% and 47% respectively
- 76% of total notional was cleared vs. 81%
- 72% 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 28% and 24% respectively
- Both cleared notionals and trade counts decreased 30% and 29% respectively
- Both SEF notionals and trade counts decreased 32% and 30% respectively
- 75% of total notional was cleared vs. 77%
- 71% of total notional was executed On SEF vs. 75%