IRD and CDS Weekly Trading Volume: Week Ending June 15 2018

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2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 26% and 18%, respectively
  • Both cleared notional and trade count were up 26% and 21%, respectively
  • Both On-SEF notional and trade count increased 28% and 25%, respectively
  • 88% of total notional was cleared, flat with last year
  • 56% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 12% and 6%, respectively
  • Both cleared notional and trade count were up 13% and 7%, respectively
  • Both On-SEF notional and trade count increased 20% and 9%, respectively
  • 88% of total notional was cleared vs. 87%
  • 53% of total notional was executed On SEF vs. 50%

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 46% and 24%, respectively
  • Both cleared notional and trade count were up 55% and 32%, respectively
  • Both On-SEF notional and trade count increased 57% and 34%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 68% and 48%, respectively
  • Both cleared notional and trade count were up 80% and 60%, respectively
  • Both On-SEF notional and trade count increased 88% and 65%, respectively
  • 84% of total notional was cleared vs. 78%
  • 81% of total notional was executed On SEF vs. 72%