Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 31% and 22%, respectively
- Both cleared notional and trade count were up 32% and 25%, respectively
- Both SEF notional and trade count increased 32% and 29%, respectively
- 88% of total notional was cleared, flat with last year
- 57% of total notional was executed On SEF vs. 56%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count increased 37% and 22%, respectively
- Both cleared notional and trade count were up 42% and 27%, respectively
- Both SEF notional and trade count increased 48% and 31%, respectively
- 89% of total notional was cleared vs. 86%
- 55% of total notional was executed On SEF vs. 51%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 62% and 24%, respectively
- Both cleared notional and trade count were up 74% and 36%, respectively
- Both SEF notional and trade count increased 74% and 36%, respectively
- 82% of total notional was cleared vs. 77%
- 78% of total notional was executed On SEF vs. 73%
2018 current week vs. 2017 current week
- CDS notional increased 5%, while trade count decreased 11%
- Cleared notional were up 5%, while trade count were down 10%
- SEF notional increased 8%, while trade count decreased 9%
- 79% of total notional was cleared vs. 78%
- 75% of total notional was executed On SEF vs. 73%
