Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 28% and 17%, respectively
- Both cleared notional and trade count were up 29% and 21%, respectively
- Both On-SEF notional and trade count increased 29% and 25%, respectively
- 89% of total notional was cleared vs. 87%
- 57% of total notional was executed On SEF vs. 56%
2018 current week vs. 2017 current week
- Interest rate notional increased 3%, but trade count decreased 4%
- Cleared notional was up 4%, but trade count was down 1%, respectively
- Both On-SEF notional and trade count increased 16% and 2%, respectively
- 87% of total notional was cleared vs. 86%
- 54% of total notional was executed On SEF vs. 48%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 48% and 19%, respectively
- Both cleared notional and trade count were up 57% and 29%, respectively
- Both On-SEF notional and trade count increased 57% and 29%, respectively
- 84% of total notional was cleared vs. 79%
- 80% of total notional was executed On SEF vs. 75%
2018 current week vs. 2017 current week
- Both CDS notional and trade count increased 21% and 15%, respectively
- Both cleared notional and trade count were up 27% and 18%, respectively
- Both On-SEF notional and trade count increased 29% and 19%
- 86% of total notional was cleared vs. 81%
- 83% of total notional was executed On SEF vs. 77%
