Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notionals and trade counts increased 43% and 16%, respectively
- Both cleared notionals and trade counts were up 49% and 21%, respectively
- Both SEF notionals and trade counts increased 50% and 25%, respectively
- 89% of total notional was cleared vs. 86%
- 64% of total notional was executed On SEF vs. 61%
2018 current week vs. 2017 current week
- Both interest rate notionals and trade counts increased 38% and 18%, respectively
- Both cleared notionals and trade counts were up 43% and 25%, respectively
- Both SEF notionals and trade counts increased 52% and 32%, respectively
- 90% of total notional was cleared vs. 87%
- 68% of total notional was executed On SEF vs. 62%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- CDS notionals increased 16%, while trade counts decreased 8%
- Cleared notionals were up 16%, while trade counts were down 9%
- SEF notionals increased 15%, while trade counts decreased 10%
- 75% of total notional was cleared vs. 76%
- 71% of total notional was executed On SEF vs. 72%
2018 current week vs. 2017 current week
- CDS notionals increased 23%, while trade counts decreased 8%
- Cleared notionals were up 24%, while trade counts were down 10%
- SEF notionals increased 22%, while trade counts decreased 10%
- 75% of total notional was cleared, flat with last year
- 71% of total notional was executed On SEF vs. 72%
Weekly On-SEF Notional
