Interest Rate Derivatives
2018 YTD vs. 2017 YTD
- Total IRD traded notional and trade count increased by 22% and 15%, respectively
- Fixed-for-floating IRS traded notional and trade count increased by 27% and 16%, respectively
- FRAs traded notional and trade count increased by 22% and 14%, respectively
- OIS traded notional and trade count increased by 6% and 14%, 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 49% and 40%, respectively
- Fixed-for-floating IRS traded notional and trade count increased by 54% and 48%, respectively
- FRAs traded notional increased by 13%, while trade count decreased by 3%
- OIS traded notional and trade count increased by 108% and 69%, respectively
- 85% of total traded notional was cleared vs 87% last year
- 55% of total traded notional was executed On SEF vs. 62% last year
Credit Derivatives
2018 YTD vs. 2017 YTD
- Total credit derivatives traded notional and trade count increased by 41% and 23%, respectively
- CDX HY traded notional and trade count increased by 52% and 27%, respectively
- CDX IG traded notional and trade count increased by 57% and 38%, respectively
- iTraxx Europe traded notional and trade count increased by 37% and 23%, 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 28% and 36%, respectively
- CDX HY traded notional and trade count increased by 31% and 20%, respectively
- CDX IG traded notional and trade count increased by 5% and 14%, respectively
- iTraxx Europe traded notional and trade count increased by 72% and 99%, respectively
- 81% of total traded notional was cleared vs. 78% last year
- 76% of total traded notional was executed On SEF vs. 73% last year