Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
-
Both cleared notionals and trade counts were up 23% and 16%, respectively
-
Both SEF notionals and trade counts increased 18% and 19%, respectively
-
88% of total notional was cleared vs. 84%
-
55% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Overall interest rate notionals increased 10%, while trade counts decreased 20%
-
Cleared notionals were up 15%, while trade counts were down 16%
-
SEF notionals increased 23%, while trade counts decreased 12%
-
87% of total notional was cleared vs. 83%
-
61% of total notional was executed On SEF vs. 54%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 5% and 17%, respectively
- Both cleared notionals and trade counts decreased 7% and 17%, respectively
-
Both SEF notionals and trade counts decreased 7% and 19%, respectively
-
80% of total notional was cleared vs. 81%
-
75% of total notional was executed On SEF vs. 76%
2017 current week vs. 2016 current week
- CDS notionals were up 2%, while trade counts were down 14%
- Cleared notionals increased 7%, while trade counts decreased 10%
-
SEF notionals were up 12%, while trade counts decreased 6%
-
83% of total notional was cleared vs. 79%
-
79% of total notional was executed On SEF vs. 72%
