Interest Rate Derivatives
2019 YTD vs. 2018 YTD
- Total IRD traded notional and trade count increased by 6% and 3%, respectively
- Fixed-for-floating IRS traded notional and trade count increased by 1% and 0.1%, respectively
- FRAs traded notional and trade count increased by 14% and 12%, respectively
- OIS traded notional and trade count increased by 7% and 13%, respectively
- 89% of total traded notional was cleared vs. 88% last year
- 60% of total traded notional was executed On SEF vs. 57% last year

2019 Current Week vs. 2018 Current Week
- Total IRD traded notional and trade count decreased by 20% and 23%, respectively
- Fixed-for-floating IRS traded notional and trade count decreased by 31% and 21%, respectively
- FRAs traded notional and trade count decreased by 13% and 33%, respectively
- OIS traded notional and trade count decreased by 7% and 16%, respectively
- 89% of total traded notional was cleared vs. 88% last year
- 60% of total traded notional was executed On SEF vs. 56% last year

Interest Rate Derivatives: Benchmark Data
Week Ending April 26, 2019
- SOFR traded notional totaled $0.7 billion, including $0.1 billion of basis swaps. Trade count totaled 8, including 1 basis swap
- SONIA traded notional totaled $100.5 billion, including $2.2 billion of basis swaps. Trade count totaled 125, including 7 basis swaps
- There were no SARON trades
- TONA traded notional and trade count was $0.6 billion and 2, respectively
YTD Ending April 26, 2019
- SOFR traded notional totaled $38.7 billion, including $4.7 billion of basis swaps. Trade count totaled 134, including 38 basis swaps
- SONIA traded notional totaled $2.1 trillion, including $48.2 billion of basis swaps. Trade count totaled 3,603, including
- SARON traded notional and trade count was $1.7 billion and 10, respectively
- TONA traded notional totaled $48.5 billion, including $1.0 billion of basis swaps. Trade count totaled 153, including 1 basis swap

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Credit Derivatives
2019 YTD vs. 2018 YTD
- Total credit derivatives traded notional and trade count decreased by 16% and 10%, respectively
- CDX HY traded notional and trade count decreased by 22% and 13%, respectively
- CDX IG traded notional and trade count decreased by 11% and 4%, respectively
- iTraxx Europe traded notional decreased by 9%, while trade count increased by 37%
- 80% of total traded notional was cleared vs. 83% last year
- 77% of total traded notional was executed On SEF vs. 79% last year

2019 Current Week vs. 2018 Current Week
- Total credit derivatives traded notional and trade count decreased by 17% and 15%, respectively
- CDX HY traded notional and trade count decreased by 13% and 20%, respectively
- CDX IG traded notional and trade count decreased by 26% and 24%, respectively
- iTraxx Europe traded notional and trade count decreased by 26% and 12%, respectively
- 78% of total traded notional was cleared vs. 84% last year
- 74% of total traded notional was executed On SEF vs. 80% last year
