Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 1%, while trade counts decreased 8%
- Both cleared notionals and trade counts were up 9% and 7% respectively
- SEF notionals were flat, while trade counts increased 2%
- 82% of total notional was cleared vs. 76%
- 57% of total notional was executed On SEF, flat with last year
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts decreased 3% and 12% respectively
- Both cleared notionals and trade counts increased 1%
- Both SEF notionals and trade counts decreased 2% and 7% respectively
- 82% of total notional was cleared vs. 78%
- 55% of total notional was executed On SEF, flat with last year
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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 37% and 45% respectively
- Both cleared notionals and trade counts were up 38% and 43% respectively
- Both SEF notionals and trade counts increased 50% and 54% respectively
- 81% of total notional was cleared vs. 80%
- 77% of total notional was executed On SEF vs. 70%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts were up 56% and 55% respectively
- Both cleared notionals and trade counts were up 57% and 52% respectively
- Both SEF notionals and trade counts were up 66% and 61%
- 83% of total notional was cleared vs. 82%
- 80% of total notional was executed On SEF vs. 75%