Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 27% and 18%, respectively
- Both cleared notional and trade count were up 28% and 21%, respectively
- Both On-SEF notional and trade count increased 30% and 25%, respectively
- 88% of total notional was cleared, flat with last year
- 56% of total notional was executed On SEF vs. 55%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count increased 23% and 7%, respectively
- Both cleared notional and trade count were up 22% and 8%, respectively
- Both On-SEF notional and trade count increased 17% and 13%, respectively
- 88% of total notional was cleared, flat with last year
- 54% of total notional was executed On SEF vs. 57%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 40% and 19%, respectively
- Both cleared notional and trade count were up 48% and 26%, respectively
- Both On-SEF notional and trade count increased 49% and 28%, 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 87% and 59%, respectively
- Both cleared notional and trade count were up 104% and 69%, respectively
- Both On-SEF notional and trade count increased 118% and 73%, respectively
- 83% of total notional was cleared vs. 76%
- 79% of total notional was executed On SEF vs. 68%
Weekly On-SEF Traded Notional
