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 22% and 16%, respectively
- Both SEF notionals and trade counts increased 16% 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
- Both overall interest rate notionals and trade counts decreased 8% and 1%, respectively
- Cleared notionals decreased 5%, while trade counts were up 8%
- SEF notionals decreased 3% ,while trade counts increased 9%
- 85% of total notional was cleared vs. 82%
- 53% of total notional was executed On SEF vs. 51%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 7% and 17%, respectively
- Both cleared notionals and trade counts decreased 9% and 18%, respectively
- Both SEF notionals and trade counts decreased 9% and 20%, respectively
- 80% of total notional was cleared vs. 82%
- 75% of total notional was executed On SEF vs. 77%
2017 current week vs. 2016 current week
- Overall CDS notionals were up 19%, while trade counts were down 11%
- Cleared notionals increased 14%, while trade counts decreased 15%
- SEF notionals increased 17%, while trade counts decreased 14%
- 81% of total notional was cleared vs. 84%
- 78% of total notional was executed On SEF vs. 79%
