Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 16%, while trade counts remained flat
- Both cleared notionals and trade counts were up 24% and 10% respectively
- Both SEF notionals and trade counts increased 12% 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 16%, while trade counts decreased 3%
- Cleared notionals increased 17%, while trade counts decreased 1%
- Both SEF notionals and trade counts were up 8% and 17% respectively
- 82% of total notional was cleared vs. 81%
- 50% of total notional was executed On SEF vs. 54%
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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. 72%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 10% and 20% respectively
- Both cleared notionals and trade counts were down 11% and 18% respectively
- Both SEF notionals and trade counts decreased 14% and 19% respectively
- 79% of total notional was cleared vs. 80%
- 69% of total notional was executed On SEF vs. 72%