Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notionals and trade counts increased 47% and 18%, respectively
- Both cleared notionals and trade counts were up 52% and 23%, respectively
- Both SEF notionals and trade counts increased 51% and 25%, respectively
- 89% of total notional was cleared vs. 86%
- 61% of total notional was executed On SEF vs. 59%
2018 current week vs. 2017 current week
- Both interest rate notionals and trade counts increased 56% and 22%, respectively
- Both cleared notionals and trade counts were up 60% and 26%, respectively
- Both SEF notionals and trade counts increased 51% and 25%, respectively
- 87% of total notional was cleared vs. 85%
- 54% of total notional was executed On SEF vs. 56%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- CDS notionals increased 16%, while trade counts decreased 8%
- Cleared notionals were up 16%, while trade counts were down 9%
- SEF notionals increased 15%, while trade counts decreased 10%
- 75% of total notional was cleared vs. 76%
- 71% of total notional was executed On SEF vs. 72%
2018 current week vs. 2017 current week
- Both CDS notionals and trade counts increased 52% and 16%, respectively
- Both ceared notionals and trade counts were up 66% and 19%, respectively
- Both SEF notionals and trade counts increased 62% and 16%, respectively
- 77% of total notional was cleared vs. 71%
- 69% of total notional was executed On SEF vs. 65%
