Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 11% and 2% respectively
- Both cleared notionals and trade counts were up 19% and 11% respectively
- Both SEF notionals and trade counts increased 19% and 11% respectively
- 87% of total notional was cleared vs. 82%
- 61% of total notional was executed On SEF vs. 57%
2017 current week vs. 2016 current week
- Overall interest rate notionals increased 12%, while trade counts decreased 1%
- Both cleared notionals and trade counts were up 21% and 6% respectively
- Both SEF notionals and trade counts increased 42% and 11% respectively
- 88% of total notional was cleared vs. 82%
- 61% of total notional was executed On SEF vs. 48%
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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 47%
- Both cleared notionals and trade counts decreased 52% and 51% respectively
- Both SEF notionals and trade counts decreased 52% and 51% respectively
- 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 51% and 54% respectively
- Both cleared notionals and trade counts decreased 52% and 56% respectively
- Both SEF notionals and trade counts decreased 52% and 57% respectively
- 80% of total notional was cleared vs. 82%
- 77% of total notional was executed On SEF vs. 79%