Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 26% and 17%, respectively
- Both cleared notional and trade count were up 27% and 20%, respectively
- Both On-SEF notional and trade count increased 30% and 25%, respectively
- 88% of total notional was cleared, flat with last year
- 57% of total notional was executed On SEF vs. 55%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count decreased 12% and 6%, respectively
- Both cleared notional and trade count were down 17% and 8%, respectively
- Both On-SEF notional and trade count decreased 17% and 8%, respectively
- 84% of total notional was cleared vs. 89%
- 54% of total notional was executed On SEF vs. 57%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 40% and 19%, respectively
- Both cleared notional and trade count were up 49% and 27%, respectively
- Both On-SEF notional and trade count increased 50% and 28%, respectively
- 83% of total notional was cleared vs. 78%
- 79% of total notional was executed On SEF vs. 74%
2018 current week vs. 2017 current week
- Both CDS notional and trade count increased 11% and 10%, respectively
- Both cleared notional and trade count were up 16% and 10%, respectively
- Both On-SEF notional and trade count increased 15% and 11%, respectively
- 81% of total notional was cleared vs. 77%
- 76% of total notional was executed On SEF vs. 73%
