Interest Rate Derivatives
- Total IRD traded notional and trade count increased by 19% and 17%, respectively
- Fixed-for-floating IRS traded notional and trade count increased by 45% and 15%, respectively
- FRA traded notional and trade count decreased by 34% and 54%, respectively
- OIS traded notional and trade count increased by 21% and 24%, respectively
- 72% of total traded notional was cleared vs. 77% last year
- 58% of total traded notional was executed on SEFs vs. 52% last year
2024 Current Week vs. 2023 Current Week
Credit Derivatives Reported under CFTC Regulations
2024 YTD vs. 2023 YTD
- Total index credit derivatives traded notional increased by 9%, while trade count decreased by 3%
- CDX HY traded notional and trade count decreased by 6% and 13%, respectively
- CDX IG traded notional increased by 2%, while trade count decreased by 5%
- iTraxx Europe traded notional increased by 11%, while trade count decreased by 0.1%
- 82% of total traded notional was cleared vs. 86% last year
- 81% of total traded notional was executed on SEFs vs. 84% last year
2024 Current Week vs. 2023 Current Week
Credit Derivatives Reported under SEC Regulations
2024 YTD vs. 2023 YTD
- Total security-based credit derivatives traded notional and trade count decreased by 11% and 14%, respectively
- Corporate single-name CDS traded notional and trade count decreased by 15% and 18%, respectively
- Sovereign single-name CDS traded notional and trade count both decreased by 7%
- 53% of total traded notional was cleared vs. 50% last year
2024 Current Week vs. 2023 Current Week
