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 5% 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 39% and 20% respectively
- Both cleared notionals and trade counts increased 49% and 25% respectively
- Both SEF notionals and trade counts were up 31% and 21% respectively
- 84% of total notional was cleared vs. 79%
- 55% of total notional was executed On SEF vs. 58%
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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 4% and 11% respectively
- Both cleared notionals and trade counts increased 8% and 12% respectively
- Both SEF notionals and trade counts increased 12% and 15% 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
- Overall CDS notionals increased 5%, while trade counts decreased 1%
- Cleared notionals were up 5%, while trade counts were down 2%
- SEF notionals increased 1%, while trade counts decreased 4%
- 84% of total notional was cleared vs. 85%
- 75% of total notional was executed On SEF vs. 78%