Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
- Both cleared notionals and trade counts were up 28% and 17%, respectively
- Both SEF notionals and trade counts increased 21%
- 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
- Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
- Both cleared notionals and trade counts were up 29% and 19%, respectively
- Both SEF notionals and trade counts increased 33% and 24%, respectively
- 88% of total notional was cleared vs. 83%
- 56% of total notional was executed On SEF vs. 51%
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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 17% and 23%, respectively
- Both cleared notionals and trade counts decreased 19% and 25%, respectively
- Both SEF notionals and trade counts decreased 20% and 27%, 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 down 14% and 30%, respectively
- Both cleared notionals and trade counts decreased 14% and 19%, respectively
- Both SEF notionals and trade counts decreased 10% and 19%, respectively
- 81% of total notional was cleared, flat with last year
- 77% of total notional was executed On SEF vs. 73%