Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals and trade count increased 16% and 1% respectively
- Both cleared notionals and trade counts were up 24% and 10% respectively
- Both SEF notionals and trade counts increased 11% 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
- Overall interest rate notionals increased 10% and trade counts increased 13%
- Cleared notionals increased 21% and trade counts increased 20%
- SEF notionals decreased 5%, while trade counts were up 5%
- 86% of total notional was cleared vs. 78%
- 52% of total notional was executed On SEF vs. 60%
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Credit Default Swaps
2016 year-to-date vs. 2015 year-to-date
- Overall CDS notionals remained flat, while trade counts were up 6%
- Both cleared notionals and trade counts increased 3% and 7% respectively
- Both SEF notionals and trade counts increased 7% and 10% respectively
- 81% of total notional was cleared vs. 79%
- 76% of total notional was executed On SEF vs. 71%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 16% and 15% respectively
- Cleared notionals were down 4%, while trade count was up 2% respectively
- SEF notionals decreased 4%, while trade count increased 2% respectively
- 77% of total notional was cleared vs. 68%
- 72% of total notional was executed On SEF vs. 63%