Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 15%, while trade counts decreased 1%
- Both cleared notionals and trade counts were up 23% and 9% respectively
- Both SEF notionals and trade counts increased 11% and 4% respectively
- 83% 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 5% and 9% respectively
- Both cleared notionals and trade counts increased 5% and 8% respectively
- SEF notionals were down 10%, while trade counts increased 7%
- 83% of total notional was cleared vs. 82%
- 51% of total notional was executed On SEF vs. 59%
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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 3% and 10% respectively
- Both cleared notionals and trade counts increased 7% and 11% respectively
- Both SEF notionals and trade counts increased 12% and 15% respectively
- 81% of total notional was cleared vs. 78%
- 76% of total notional was executed On SEF vs. 71%
2016 current week vs. 2015 current week
- Overall CDS notionals increased 6%, while trade counts decreased 5%
- Cleared notionals were up 15%, while trade counts were down 3%
- SEF notionals increased 16%, while trade counts decreased 6%
- 83% of total notional was cleared vs. 76%
- 78% of total notional was executed On SEF vs. 71%