Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 11% and 3% respectively
- Both cleared notionals and trade counts were up 18% and 12% respectively
- Both SEF notionals and trade counts increased 15% and 11% respectively
- 87% of total notional was cleared vs. 82%
- 60% of total notional was executed On SEF vs. 58%
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts increased 18% and 1% respectively
- Both cleared notionals and trade counts were up 27% and 9% respectively
- Both SEF notionals and trade counts increased 29% and 9% respectively
- 88% of total notional was cleared vs. 83%
- 61% 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 46% and 45% respectively
- Both cleared notionals and trade counts decreased 51% and 49% respectively
- Both SEF notionals and trade counts decreased 52% and 50% respectively
- 75% of total notional was cleared vs. 82%
- 70% 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 47% and 46% respectively
- Both cleared notionals and trade counts decreased 51% and 52% respectively
- Both SEF notionals and trade counts decreased 53%
- 78% of total notional was cleared vs. 84%
- 73% of total notional was executed On SEF vs. 81%