Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 18% and 5% respectively
- Both cleared notionals and trade counts were up 26% and 14% respectively
- Both SEF notionals and trade counts increased 24% and 15% respectively
- 87% of total notional was cleared vs. 82%
- 59% of total notional was executed On SEF vs. 56%
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts increased 56% and 4% respectively
- Both cleared notionals and trade counts were up 70% and 15% respectively
- Both SEF notionals and trade counts increased 50% and 24% respectively
- 88% of total notional was cleared vs. 81%
- 52% 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 43% and 44% respectively
- Both cleared notionals and trade counts decreased 48%
- Both SEF notionals and trade counts decreased 48%
- 76% of total notional was cleared vs. 82%
- 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 30% and 37% respectively
- Both cleared notionals and trade counts decreased 32% and 38% respectively
- Both SEF notionals and trade counts decreased 32% and 39% respectively
- 77% of total notional was cleared vs. 79%
- 73% of total notional was executed On SEF vs. 75%