Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
- Both cleared notionals and trade counts were up 21% and 15%, respectively
- Both SEF notionals and trade counts increased 17% and 18%, respectively
- 88% of total notional was cleared vs. 84%
- 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 decreased 26% and 17%, respectively
- Both cleared notionals and trade counts were down 28% and 16%, respectively
- Both SEF notionals and trade counts decreased 38% and 16%, respectively
- 86% of total notional was cleared vs. 89%
- 49% of total notional was executed On SEF vs. 59%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 5% and 17%, respectively
- Both cleared notionals and trade counts decreased 6% and 17%, respectively
- Both SEF notionals and trade counts decreased 6% and 19%, respectively
- 80% of total notional was cleared vs. 81%
- 75% of total notional was executed On SEF vs. 76%
2017 current week vs. 2016 current week
- CDS notionals were up 9%, while trade counts were down 9%
- Cleared notionals increased 21%, while trade counts decreased 6%
- SEF notionals were up 19%, while trade counts decreased 7%
- 83% of total notional was cleared vs. 75%
- 80% of total notional was executed On SEF vs. 73%
