Interest Rates Derivatives
2018 YTD vs. 2017 YTD
- Both total IRD traded notional and trade count increased by 25% and 17%, respectively
- Both fixed-for-floating IRS traded notional and trade count increased by 31% and 19%, respectively
- Both FRAs traded notional and trade count increased by 25% and 19%, respectively
- Both OIS traded notional and trade count increased by 10% and 18%, respectively
- 88% of total traded notional was cleared, flat compared with last year
- 56% of total traded notional was executed On SEF, flat compared with last year
2018 Current Week vs. 2017 Current Week
- Total IRD traded notional increased by 0.5% while trade count decreased by 2%
- Both fixed-for-floating IRS traded notional and trade count increased by 18% and 6%, respectively
- Both FRAs traded notional and trade count decreased by 32% and 40%, respectively
- Both OIS traded notional and trade count increased by 13% and 29%, respectively
- 85% of total traded notional was cleared vs. 89% last year
- 51% of total traded notional was executed On SEF vs. 57% last year
Credit Derivatives
2018 YTD vs. 2017 YTD
- Both total credit derivatives traded notional and trade count increased 44% and 23%, respectively
- Both CDX HY traded notional and trade count increased by 56% and 30%, respectively
- Both CDX IG traded notional and trade count increased by 63% and 42%, respectively
- Both ITraxx Europe traded notional and trade count increased by 38% and 19%, 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 increased by 3%, while trade count decreased by 6%
- Both CDX HY traded notional and trade count decreased by 20% and 25%, respectively
- Both CDX IG traded notional and trade count increased by 15% and 18%, respectively
- Both ITraxx Europe notional and trade count declined by 2% and 9%, respectively
- 83% of total traded notional was cleared vs. 82% last year
- 77% of total traded notional was executed On SEF vs. 75% last year