Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
- Both cleared notionals and trade counts were up 24% and 17%, respectively
- Both SEF notionals and trade counts increased 18% and 21%, respectively
- 88% of total notional was cleared vs. 83%
- 55% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Overall interest rate notionals decreased 16%, while trade counts increased 5%
- Cleared notionals were down 17%, while trade counts were up 15%
- SEF notionals decreased 18%, while trade counts increased 13%
- 84% of total notional was cleared vs. 86%
- 53% of total notional was executed On SEF vs. 55%
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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 13% and 21%, respectively
- Both cleared notionals and trade counts decreased 16% and 22%, respectively
- Both SEF notionals and trade counts decreased 16% and 24%, respectively
- 79% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 77%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were up 187% and 116%, respectively
- Both cleared notionals and trade counts increased 202% and 137%, respectively
- Both SEF notionals and trade counts increased 231% and 151%, respectively
- 81% of total notional was cleared vs. 77%
- 77% of total notional was executed On SEF vs. 67%