Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 27% and 19%, respectively
- Both cleared notional and trade count were up 27% and 22%, respectively
- Both On-SEF notional and trade count increased 28% and 26%, respectively
- 88% of total notional was cleared, flat with last year
- 57% of total notional was executed On SEF vs. 56%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count increased 7% and 22%, respectively
- Both cleared notional and trade count were up 4% and 24%, respectively
- Both On-SEF notional and trade count increased 4% and 27%, respectively
- 90% of total notional was cleared vs. 93%
- 64% of total notional was executed On SEF vs. 66%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 45% and 23%, respectively
- Both cleared notional and trade count were up 54% and 31%, respectively
- Both On-SEF notional and trade count increased 56% and 33%, respectively
- 83% of total notional was cleared vs. 78%
- 79% of total notional was executed On SEF vs. 74%
2018 current week vs. 2017 current week
- Both CDS notional and trade count increased 69% and 53%, respectively
- Both cleared notional and trade count were up 85% and 65%, respectively
- Both On-SEF notional and trade count increased 89% and 67%, respectively
- 85% of total notional was cleared vs. 77%
- 82% of total notional was executed On SEF vs. 73%
Weekly On-SEF Traded Notional
