Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 1%, while trade counts decreased 9%
- Both cleared notionals and trade counts were up 8% and 7% respectively
- SEF notionals decreased 1%, while trade counts increased 1%
- 82% of total notional was cleared vs. 77%
- 56% of total notional was executed On SEF vs. 57%
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts decreased 1% and 13% respectively
- Cleared notionals increased 4%, while trade counts remained flat
- Both SEF notionals and trade counts decreased 6%
- 83% of total notional was cleared vs. 79%
- 54% of total notional was executed On SEF vs. 57%
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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 30% and 40% respectively
- Both cleared notionals and trade counts were up 30% and 38% respectively
- Both SEF notionals and trade counts increased 42% and 49% 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 25% and 2% respectively
- Both cleared notionals and trade counts were down 25% and 4% respectively
- SEF notionals were down 19%, while trade counts were up 3%
- 83% of total notional was cleared, flat with last year
- 79% of total notional was executed On SEF vs. 73%