Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
- Both cleared notionals and trade counts were up 23% and 17%, respectively
- Both SEF notionals and trade counts increased 18% and 20%, 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 increased 11% and 12%, respectively
- Both cleared notionals and trade counts were up 13% and 18%, respectively
- Both SEF notionals and trade counts increased 14% and 17%, respectively
- 88% of total notional was cleared vs. 86%
- 57% of total notional was executed On SEF vs. 55%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 8% and 18%, respectively
- Both cleared notionals and trade counts decreased 10% and 19%, respectively
- Both SEF notionals and trade counts decreased 10% and 20%, 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
- Overall CDS notionals were up 14%, while trade counts were down 12%
- Cleared notionals increased 8%, while trade counts decreased 16%
- SEF notionals increased 11%, while trade counts decreased 15%
- 84% of total notional was cleared vs. 89%
- 80% of total notional was executed On SEF vs. 82%
