Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 9% and 3% respectively
- Both cleared notionals and trade counts were up 16% and 13% respectively
- Both SEF notionals and trade counts increased 11%
- 86% of total notional was cleared vs. 81%
- 60% of total notional was executed On SEF vs. 59%
2017 current week vs. 2016 current week
- Overall interest rate notionals increased 7%, while trade counts remained flat
- Both cleared notionals and trade counts were up 14% and 13% respectively
- Both SEF notionals and trade counts increased 10% and 14% respectively
- 87% of total notional was cleared vs. 82%
- 62% of total notional was executed On SEF vs. 61%
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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 48% respectively
- Both SEF notionals and trade counts decreased 51% and 49% respectively
- 74% of total notional was cleared vs. 82%
- 69% of total notional was executed On SEF vs. 77%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 37% and 34% respectively
- Both cleared notionals and trade counts decreased 44% and 40% respectively
- Both SEF notionals and trade counts decreased 43% and 41% respectively
- 72% of total notional was cleared vs. 81%
- 69% of total notional was executed On SEF vs. 77%