Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 16% and 3% respectively
- Both cleared notionals and trade counts were up 23% and 12% respectively
- Both SEF notionals and trade counts increased 20% and 12% respectively
- 87% of total notional was cleared vs. 82%
- 58% of total notional was executed On SEF vs. 56%
2017 current week vs. 2016 current week
- Overall interest rate notionals increased 4%, while trade counts decreased 9%
- Cleared notionals were up 6%, while trade counts were down 3%
- Both SEF notionals and trade counts decreased 5% and 3% respectively
- 87% of total notional was cleared vs. 85%
- 52% of total notional was executed On SEF vs. 57%
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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 43% and 44% respectively
- Both cleared notionals and trade counts decreased 47%
- Both SEF notionals and trade counts decreased 47% and 48% 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 40% and 46% respectively
- Both cleared notionals and trade counts decreased 40% and 46% respectively
- Both SEF notionals and trade counts decreased 41% and 47% respectively
- 77% of total notional was cleared vs. 78%
- 74% of total notional was executed On SEF vs. 77%