Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 11% and 1% respectively
- Both cleared notionals and trade counts were up 17% and 10% respectively
- Both SEF notionals and trade counts increased 16% and 5% respectively
- 86% of total notional was cleared vs. 82%
- 61% of total notional was executed On SEF vs. 59%
2017 current week vs. 2016 current week
- Overall interest rate notionals increased 24%, while trade counts decreased 4%
- Both cleared notionals and trade counts were up 34% and 5% respectively
- Both SEF notionals and trade counts increased 42% and 5% respectively
- 88% of total notional was cleared vs. 81%
- 66% of total notional was executed On SEF vs. 58%
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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 40%
- Both cleared notionals and trade counts decreased 46% and 44% respectively
- Both SEF notionals and trade counts decreased 46% and 45% respectively
- 75% of total notional was cleared vs. 83%
- 71% of total notional was executed On SEF vs. 80%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 59% and 54% respectively
- Both cleared notionals and trade counts decreased 64% and 58% respectively
- Both SEF notionals and trade counts decreased 64% and 58% respectively
- 74% of total notional was cleared vs. 84%
- 71% of total notional was executed On SEF vs. 81%