Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Both overall interest rate notionals and trade counts increased 15% and 1% respectively
- Both cleared notionals and trade counts were up 24% and 10% respectively
- Both SEF notionals and trade counts increased 10% and 6% respectively
- 84% of total notional was cleared vs. 78%
- 55% of total notional was executed On SEF vs. 57%
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts increased 22% and 28% respectively
- Both cleared notionals and trade counts were up 29% and 33% respectively
- SEF notionals decreased 9%, while trade counts increased 20%
- 85% of total notional was cleared vs. 80%
- 47% of total notional was executed On SEF vs. 62%
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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 1% and 6% respectively
- Both cleared notionals and trade counts increased 5% and 8% respectively
- Both SEF notionals and trade counts increased 8% and 11% respectively
- 81% of total notional was cleared vs. 79%
- 76% of total notional was executed On SEF vs. 72%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts increased 63% and 48% respectively
- Both cleared notionals and trade counts were up 70% and 59% respectively
- Both SEF notionals and trade counts increased 59% and 50% respectively
- 83% of total notional was cleared vs. 79%
- 78% of total notional was executed On SEF vs. 80%