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 28% and 16%, respectively
- Both FRAs traded notional and trade count increased by 24% and 18%, 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 decreased by 8.4% and 16%, respectively
- Both fixed-for-floating IRS traded notional and trade count decreased by 24% and 22%, respectively
- Both FRAs traded notional and trade count increased by 29% and 18%, respectively
- Both OIS traded notional and trade count decreased by 22% and 19%, respectively
- 87% of total traded notional was cleared vs. 86% last year
- 59% of total traded notional was executed On SEF vs. 47% last year
Credit Derivatives
2018 YTD vs. 2017 YTD
- Both total credit derivatives traded notional and trade count increased 42% and 22%, respectively
- Both CDX HY traded notional and trade count increased by 54% and 28%, respectively
- Both CDX IG traded notional and trade count increased by 61% and 38%, respectively
- Both iTraxx Europe traded notional and trade count increased by 36% and 19%, 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
- Total credit derivatives traded notional increased by 1%, while trade count decreased by 8%
- Both CDX HY traded notional and trade count decreased by 13% and 20%, respectively
- Both CDX IG traded notional and trade count decreased by 4% and 43%, respectively
- Both iTraxx Europe traded notional and trade count increased by 32% and 41%, respectively
- 87% of total traded notional was cleared vs. 81% last year
- 82% of total traded notional was executed On SEF vs. 75% last year