Interest Rates Derivatives
2018 year-to-date vs. 2017 year-to-date
- Both interest rate notional and trade count increased 29% and 19%, respectively
- Both cleared notional and trade count were up 30% and 22%, respectively
- Both On-SEF notional and trade count increased 33% and 27%, respectively
- 88% of total notional was cleared vs. 87%
- 57% of total notional was executed On SEF vs. 55%
2018 current week vs. 2017 current week
- Both interest rate notional and trade count increased 21% and 11%, respectively
- Both cleared notional and trade count were up 22% and 13%, respectively
- Both On-SEF notional and trade count increased 29% and 20%, respectively
- 88% of total notional was cleared vs. 87%
- 56% of total notional was executed On SEF vs. 52%
Credit Default Swaps
2018 year-to-date vs. 2017 year-to-date
- Both CDS notional and trade count increased 42% and 19%, respectively
- Both cleared notional and trade count were up 51% and 28%, respectively
- Both On-SEF notional and trade count increased 52% and 29%, 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 51% and 37%, respectively
- Both cleared notional and trade count were up 66% and 43%, respectively
- Both On-SEF notional and trade count increased 67% and 44%
- 83% of total notional was cleared vs. 76%
- 79% of total notional was executed On SEF vs. 72%
Weekly On-SEF Traded Notional
