Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notionals and trade counts increased 37% and 26%, respectively
- Both cleared notionals and trade counts were up 38% and 30%, respectively
- Both SEF notionals and trade counts increased 33%
- 87% of total notional was cleared, flat with last year
- 57% of total notional was executed On SEF vs. 59%
2018 current week vs. 2017 current week
- Both interest rate notionals and trade counts increased 2% and 6%, respectively
- Both cleared notionals and trade counts were up 0.37% and 10%, respectively
- Both SEF notionals and trade counts increased 7% and 12%, respectively
- 86% of total notional was cleared vs. 88%
- 55% of total notional was executed On SEF vs. 52%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notionals and trade counts increased 77% and 35%, respectively
- Both cleared notionals and trade counts were up 91% and 48%, respectively
- Both SEF notionals and trade counts increased 92% and 48%, respectively
- 82% of total notional was cleared vs. 76%
- 78% of total notional was executed On SEF vs. 72%
2018 current week vs. 2017 current week
- Both CDS notionals and trade counts increased 77% and 41%, respectively
- Both cleared notionals and trade counts were up 96% and 58%, respectively
- Both SEF notionals and trade counts increased 99% and 60%, respectively
- 86% of total notional was cleared vs. 77%
- 82% of total notional was executed On SEF vs. 74%
