Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
- Both cleared notionals and trade counts were up 21% and 14%, respectively
- Both SEF notionals and trade counts increased 17%
- 88% of total notional was cleared vs. 84%
- 55% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts decreased 0.4% and 17%, respectively
- Both cleared notionals and trade counts were down 0.4% and 20%, respectively
- Both SEF notionals and trade counts decreased 11% and 19%, respectively
- 87% of total notional was cleared, flat with last year
- 50% of total notional was executed On SEF vs. 55%
Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 6% and 18%, respectively
- Both cleared notionals and trade counts decreased 7% and 18%, respectively
- Both SEF notionals and trade counts decreased 7% and 20%, respectively
- 80% of total notional was cleared vs. 81%
- 75% of total notional was executed On SEF vs. 76%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were down 32% and 37%, respectively
- Both cleared notionals and trade counts decreased 37% and 43%, respectively
- Both SEF notionals and trade counts were down 39% and 43%, respectively
- 69% of total notional was cleared vs. 74%
- 63% of total notional was executed On SEF vs. 71%
Weekly On-SEF Notional
