IRD and CDS Weekly Trading Volume: week ending April 8, 2016

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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%
  • SEF notionals decreased 2%, 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 32% and 23% respectively
  • Both cleared notionals and trade counts were up 34% and 31% respectively
  • Both SEF notionals and trade counts increased 24% and 29% respectively
  • 80% of total notional was cleared vs. 79%
  • 53% of total notional was executed On SEF vs. 57%

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

  • Both overall CDS notionals and trade counts were up 27% and 38% respectively
  • Both cleared notionals and trade counts were up 29% and 37% respectively
  • Both SEF notionals and trade counts increased 39% and 48% respectively
  • 81% of total notional was cleared vs. 81%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 57% and 80% respectively
  • Both cleared notionals and trade counts were up 83% and 116% respectively
  • Both SEF notionals and trade counts were up 92% and 129% respectively
  • 85% of total notional was cleared vs. 73%
  • 81% of total notional was executed On SEF vs. 66%

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