Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 1%, while trade counts decreased 7%
- Both cleared notionals and trade counts were up 8% and 7% respectively
- SEF notionals decreased 1%, while trade counts increased 2%
- 82% of total notional was cleared, vs. 77%
- 56% of total notional was executed On SEF, vs. 58%
2016 current week vs. 2015 current week
- Overall interest rate notionals decreased 18%, while trade counts remained flat
- Cleared notionals were down 18%, while trade counts were up 10%
- Both SEF notionals and trade counts decreased 24% and 1% respectively
- 80% of total notional was cleared, flat with last year
- 54% of total notional was executed On SEF vs. 58%
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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 35% and 42% respectively
- Both cleared notionals and trade counts were up 36% and 40% respectively
- Both SEF notionals and trade counts increased 49% and 51% respectively
- 82% of total notional was cleared vs. 81%
- 78% 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 53% and 69% respectively
Both cleared notionals and trade counts were up 44% and 56% respectively - Both SEF notionals and trade counts were up 59% and 80% respectively
- 79% of total notional was cleared vs. 84%
74% of total notional was executed On SEF vs. 71%