Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 15% and 5%, respectively
- Both cleared notionals and trade counts were up 20% and 14%, respectively
- Both SEF notionals and trade counts increased 15% and 17%, 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 12% and 6%, respectively
- Both cleared notionals and trade counts were up 17% and 16%, respectively
- Both SEF notionals and trade counts increased 8% and 20%, respectively
- 86% of total notional was cleared vs. 82%
- 49% of total notional was executed On SEF vs. 51%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 9% and 19%, respectively
- Both cleared notionals and trade counts decreased 11% and 19%, respectively
- Both SEF notionals and trade counts decreased 11% and 21%, respectively
- 80% of total notional was cleared vs. 82%
- 75% 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 44% and 9%, respectively
- Both cleared notionals and trade counts increased 40% and 5%, respectively
- Both SEF notionals and trade counts increased 39% and 4%, respectively
- 81% of total notional was cleared vs. 84%
- 76% of total notional was executed On SEF vs. 79%
