Interest Rate Derivatives
2018 YTD vs. 2017 YTD
- Both total IRD traded notional and trade count increased by 22% and 15%, respectively
- Both fixed-for-floating IRS traded notional and trade count increased by 27% and 16%, respectively
- Both FRAs traded notional and trade count increased by 23% and 16%, respectively
- Both OIS traded notional and trade count increased by 6% and 15%, respectively
- 88% of total traded notional was cleared, flat compared with last year
- 56% of total traded notional was executed On SEF vs. 55% last year
2018 Current Week vs. 2017 Current Week
- Both total IRD traded notional and trade count increased by 11% and 13%, respectively
- Both fixed-for-floating IRS traded notional and trade count increased by 13% and 20%, respectively
- Both FRAs traded notional and trade count decreased by 12% and 38%, respectively
- Both OIS traded notional and trade count increased by 7% and 11%, respectively
- 83% of total traded notional was cleared vs. 88% last year
- 62% of total traded notional was executed On SEF vs. 56% last year
Credit Derivatives
2018 YTD vs. 2017 YTD
- Both total credit derivatives traded notional and trade count increased 43% and 23%, respectively
- Both CDX HY traded notional and trade count increased by 53% and 28%, respectively
- Both CDX IG traded notional and trade count increased by 61% and 39%, respectively
- Both iTraxx Europe traded notional and trade count increased by 38% and 21%, respectively
- 84% 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
- Both total credit derivatives traded notional and trade count increased by 69% and 56%, respectively
- Both CDX HY traded notional and trade count increased by 38% and 19%, respectively
- Both CDX IG traded notional and trade count increased by 70% and 63%, respectively
- Both iTraxx Europe notional and trade count increased by 87% and 81%, respectively
- 83% of total traded notional was cleared vs. 81% last year
- 79% of total traded notional was executed On SEF vs. 77% last year