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 24% and 9% respectively
- Both SEF notionals and trade counts increased 11% and 4% respectively
- 83% of total notional was cleared vs. 77%
- 55% of total notional was executed On SEF vs. 57%
2016 current week vs. 2015 current week
- Overall interest rate notionals increased 27%, while trade counts decreased 1%
- Cleared notionals increased 40%, while trade counts decreased 1%
- SEF notionals were up 38%, while trade counts remained flat
- 85% of total notional was cleared vs. 77%
- 55% of total notional was executed On SEF vs. 51%
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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 5% and 12% respectively
- Both cleared notionals and trade counts increased 9% and 13% respectively
- Both SEF notionals and trade counts increased 13% and 18% respectively
- 81% of total notional was cleared vs. 78%
- 76% of total notional was executed On SEF vs. 70%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 69% and 66% respectively
- Both cleared notionals and trade counts were down 73% and 69% respectively
- Both SEF notionals and trade counts decreased 73% and 69% respectively
- 75% of total notional was cleared vs. 84%
- 68% of total notional was executed On SEF vs. 78%