IRD and CDS Weekly Trading Volume: week ending April 15, 2016

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2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 2%, while trade counts decreased 6%
  • Both cleared notionals and trade counts were up 10% and 9% 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

  • Both overall interest rate notionals and trade counts increased 27% and 11% respectively
  • Cleared notionals and trade counts increased 41% and 21% respectively
  • Both SEF notionals and trade counts increased 16% and 4% respectively
  • 82% of total notional was cleared vs. 75%
  • 55% of total notional was executed On SEF vs. 60%

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 increased 27% and 36% respectively
  • Both SEF notionals and trade counts increased 37% 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

  • Overall CDS notionals decreased 11% while trade counts increased 3%
  • Cleared notionals were down 7%, while trade counts were up 8%
  • SEF notionals were flat, while trade counts rose 15%
  • 82% of total notional was cleared vs. 78%
  • 76% of total notional was executed On SEF vs. 68%

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