Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Both overall interest rate notionals and trade counts increased 16% and 3% respectively
- Both cleared notionals and trade counts were up 24% and 13% respectively
- Both SEF notionals and trade counts increased 11% and 8% respectively
- 84% of total notional was cleared vs. 78%
- 55% of total notional was executed On SEF vs. 57%
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts increased 20% and 36% respectively
- Both cleared notionals and trade counts were up 27% and 50% respectively
- Both SEF notionals and trade counts increased 19% and 45% respectively
- 87% of total notional was cleared vs. 83%
- 55% of total notional was executed On SEF vs. 56%
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Credit Default Swaps
2016 year-to-date vs. 2015 year-to-date
- Both overall CDS notionals and trade counts were up 1% and 5% respectively
- Both cleared notionals and trade counts increased 3% and 6% respectively
- Both SEF notionals and trade counts increased 6% and 8% respectively
- 81% of total notional was cleared vs. 79%
- 76% of total notional was executed On SEF vs. 72%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 37% and 33% respectively
- Both cleared notionals and trade counts were down 41% and 37% respectively
- Both SEF notionals and trade counts decreased 40% and 38% respectively
- 74% of total notional was cleared vs. 79%
- 71% of total notional was executed On SEF vs. 75%