Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notionals and trade counts increased 45% and 21%, respectively
- Both cleared notionals and trade counts were up 49% and 25%, respectively
- Both SEF notionals and trade counts increased 43% and 28%, respectively
- 88% of total notional was cleared vs. 86%
- 59% of total notional was executed On SEF vs. 60%
2018 current week vs. 2017 current week
- Both interest rate notionals and trade counts increased 38% and 30%, respectively
- Both cleared notionals and trade counts were up 39% and 31%, respectively
- Both SEF notionals and trade counts increased 23% and 38%, respectively
- 87% of total notional was cleared, flat with last year
- 55% of total notional was executed On SEF vs. 62%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- CDS notionals increased 26%, while trade counts decreased 5%
- Cleared notionals were up 32%, while trade counts were down 2%
- SEF notionals increased 31%, while trade counts decreased 3%
- 77% of total notional was cleared vs. 74%
- 72% of total notional was executed On SEF vs. 70%
2018 current week vs. 2017 current week
- CDS notionals increased 25%, while trade counts decreased 14%
- Cleared notionals were up 41%, while trade counts were down 6%
- SEF notionals increased 39%, while trade counts decreased 6%
- 81% of total notional was cleared vs. 72%
- 77% of total notional was executed On SEF vs. 70%
