Nel 2017 Interest Rate Derivatives in crescita

Average daily notional for IRD totaled $742.7 billion, while average trade size was $157.8 million. Average daily trade count was 4,487.

Cleared IRD transactions represented 87.6% of traded notional and 80.3% of trade count, compared with 84% of traded notional and 74.6% of trade count in full year 2016.

SEF-traded IRD represented 55.0% of notional and 58.9% of trade count, compared with 54.7% of notional and 53.3% of trade count in full year 2016.

Single currency xed-for- oating interest rate swaps (IRS) accounted for 65.0% of total IRD trades, but represented only 30.1% of IRD traded notional. Forward rate agreements (FRAs) and overnight indexed swaps (OIS) represented 33.3% and 24.2% of traded notional and 14.7% and 5.1% of total trade count, respectively.

IRD contracts in US dollars comprised 65.3% of traded notional and 52.4% of trade count. Euro- denominated transactions accounted for 15.3% of notional and 15.3% of trade count.