Interest Rate Derivatives
2018 YTD vs. 2017 YTD
- Total IRD traded notional and trade count increased by 23% and 15%, respectively
- Fixed-for-floating IRS traded notional and trade count increased by 26% and 16%, respectively
- FRAs traded notional and trade count increased by 25% and 16%, respectively
- OIS traded notional and trade count increased by 7% and 16%, respectively
- 88% of total traded notional was cleared, flat compared with last year
- 57% of total traded notional was executed On SEF vs. 55% last year
2018 Current Week vs. 2017 Current Week
- Total IRD traded notional and trade count increased by 43% and 15%, respectively
- Fixed-for-floating IRS traded notional and trade count increased by 15% and 13%, respectively
- FRAs traded notional and trade count increased by 77% and 40%, respectively
- OIS traded notional and trade count increased by 54% and 34%, respectively
- 90% of total traded notional was cleared vs 85% last year
- 61% of total traded notional was executed On SEF vs. 53% last year
Credit Derivatives
2018 YTD vs. 2017 YTD
- Total credit derivatives traded notional and trade count increased by 37% and 22%, respectively
- CDX HY traded notional and trade count increased by 45% and 21%, respectively
- CDX IG traded notional and trade count increased by 48% and 32%, respectively
- iTraxx Europe traded notional and trade count increased by 36% and 26%, respectively
- 83% of total traded notional was cleared vs. 79% last year
- 79% of total traded notional was executed On SEF vs. 74% last year
2018 Current Week vs. 2017 Current Week
- Total credit derivatives traded notional and trade count increased by 6% and 13%, respectively
- CDX HY traded notional and trade count decreased by 20% and 26%, respectively
- CDX IG traded notional and trade count decreased by 24% and 18%, respectively
- iTraxx Europe traded notional and trade count increased by 59% and 78%, respectively
- 80% of total traded notional was cleared vs. 82% last year
- 75% of total traded notional was executed On SEF last year