Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts decreased 12% and 8% respectively
- Cleared notionals were down 9%, while trade counts remained flat
- Both SEF notionals and trade counts decreased 12% and 7% respectively
- 85% of total notional was cleared vs. 82%
- 59% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts decreased 12% and 8% respectively
- Cleared notionals were down 9%, while trade counts remained flat
- Both SEF notionals and trade counts decreased 12% and 7% respectively
- 85% of total notional was cleared vs. 82%
- 59% of total notional was executed On SEF, flat with last year
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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 25% and 33% respectively
- Both cleared notionals and trade counts decreased 31% and 38% respectively
- Both SEF notionals and trade counts decreased 32% and 39% respectively
- 76% of total notional was cleared vs. 83%
- 71% of total notional was executed On SEF vs. 79%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 25% and 33% respectively
- Both cleared notionals and trade counts decreased 31% and 38% respectively
- Both SEF notionals and trade counts decreased 32% and 39% respectively
- 76% of total notional was cleared vs. 83%
- 71% of total notional was executed On SEF vs. 79%