Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 4% while trade counts decreased 5%
- Both cleared notionals and trade counts were up 12% and 10% respectively
- Both SEF notionals and trade counts increased 1% and 2% respectively
- 83% of total notional was cleared vs. 77%
- 56% of total notional was executed On SEF vs. 58%
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts rose 36% and 13% respectively
- Both cleared notionals and trade counts increased 50% and 25% respectively
- Both SEF notionals and trade counts increased 35% and 13% respectively
- 85% of total notional was cleared vs. 77%
- 60% of total notional was executed On SEF vs. 61%
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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 26% and 37% respectively
- Both cleared notionals and trade counts increased 28% and 36% respectively
- Both SEF notionals and trade counts increased 38% and 46% respectively
- 81% of total notional was cleared vs. 80%
- 77% of total notional was executed On SEF vs. 71%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts increased 49% and 42% respectively
- Both cleared notionals and trade counts were up 60% and 46% respectively
- Both SEF notionals and trade counts rose 69% and 53% respectively
- 82% of total notional was cleared vs. 77%
- 75% of total notional was executed On SEF vs. 66%