Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Both overall interest rate notionals decreased 1% and 9% respectively
- Both cleared notionals and trade counts were up 7% and 6% respectively
- Both SEF notionals and trade counts decreased 2% and 1% respectively
- 83% of total notional was cleared vs. 77%
- 57% of total notional was executed On SEF vs. 58%
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts decreased 14% and 17% respectively
- Cleared notionals decreased 6%, while trade counts increased 2%
- Both SEF notionals and trade counts decreased 17% and 21% respectively
- 85% of total notional was cleared vs. 78%
- 59% 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 25% and 36% respectively
- Both cleared notionals and trade counts were up 26% and 34% respectively
- Both SEF notionals and trade counts increased 37% and 44% respectively
- 81% of total notional was cleared, flat with last year
- 77% of total notional was executed On SEF vs. 71%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts were down 14% and 17% respectively
- Cleared notionals were down 6%, while trade counts were up 2%
- Both SEF notionals and trade counts were down 17% and 21%
- 82% of total notional was cleared vs. 83%
- 77% of total notional was executed On SEF vs. 72%