Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
- Both cleared notionals and trade counts were up 23% and 16%, respectively
- Both SEF notionals and trade counts increased 17% and 20%, respectively
- 88% of total notional was cleared vs. 83%
- 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 decreased 9% and 8%, respectively
- Cleared notionals were down 8%, while trade counts were up 5%
- Both SEF notionals and trade counts decreased 12% and 1%, respectively
- 86% of total notional was cleared vs. 85%
- 54% of total notional was executed On SEF vs. 55%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 11% and 19%, respectively
- Both cleared notionals and trade counts decreased 13% and 19%, respectively
- Both SEF notionals and trade counts decreased 13% and 22%, respectively
- 79% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 76%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were up 68% and 36%, respectively
- Both cleared notionals and trade counts increased 79% and 48%, respectively
- Both SEF notionals and trade counts increased 77% and 47%, respectively
- 79% of total notional was cleared vs. 75%
- 71% of total notional was executed On SEF vs. 68%