Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
- Both cleared notionals and trade counts were up 23% and 17%, respectively
- Both SEF notionals and trade counts increased 18% and 20%, 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 increased 34% and 6%, respectively
- Both cleared notionals and trade counts were up 39% and 17%, respectively
- Both SEF notionals and trade counts increased 69% and 22%, respectively
- 88% of total notional was cleared vs. 85%
- 59% of total notional was executed On SEF vs. 47%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 6% and 17%, respectively
- Both cleared notionals and trade counts decreased 7% and 18%, respectively
- Both SEF notionals and trade counts decreased 7% 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
- Both CDS notionals were and trade counts were down 9% and 19%, respectively
- Both cleared notionals and trade counts were down 7% and 18%, respectively
- Both SEF notionals and trade counts decreased 5% and 18%, respectively
- 85% of total notional was cleared vs. 83%
