SwapsInfo

2024 YTD vs. 2023 YTD

Total IRD traded notional decreased by 1%, while trade count increased by 4%
- Fixed-for-floating IRS traded notional decreased by 33%, while trade count increased by 0.2%
- FRA traded notional and trade count decreased by 68% and 77%, respectively
- OIS traded notional and trade count increased by 44% and 39%, respectively
79% of total traded notional was cleared, flat compared with last year
56% of total traded notional was executed on SEFs vs. 58% last year

2024 YTD vs. 2023 YTD

Total index credit derivatives traded notional and trade count decreased by 7% and 4%, respectively
- CDX HY traded notional and trade count decreased by 15% and 6%, respectively
- CDX IG traded notional and trade count decreased by 2% and 6%, respectively
- iTraxx Europe traded notional and trade count decreased by 11% and 9%, respectively
83% of total traded notional was cleared vs. 82% last year
82% of total traded notional was executed on SEFs vs. 78% last year

2024 Current Week vs. 2023 Current Week

2024 YTD vs. 2023 YTD

Total security-based credit derivatives traded notional and trade count decreased by 1% and 6%, respectively
- Corporate single-name CDS traded notional and trade count decreased by 6% and 7%, respectively
- Sovereign single-name CDS traded notional and trade count increased by 22% and 31%, respectively
47% of total traded notional was cleared vs. 50% last year

2024 Current Week vs. 2023 Current Week