Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 13%, while trade counts decreased 1%
- Both cleared notionals and trade counts were up 22% and 9% respectively
- Both SEF notionals and trade counts increased 10% 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
- Both overall interest rate notionals and trade counts increased 30% and 4% respectively
- Both cleared notionals and trade counts increased 36% and 7% respectively
- SEF notionals were up 8%, while trade counts remained flat
- 83% of total notional was cleared vs. 79%
- 49% 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 11% and 19% respectively
- Both cleared notionals and trade counts increased 16% and 21% respectively
- Both SEF notionals and trade counts increased 22% and 26% respectively
- 81% of total notional was cleared vs. 78%
- 77% of total notional was executed On SEF vs. 70%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts increased 8% and 15% respectively
- Both cleared notionals and trade counts were up 13% and 14% respectively
- Both SEF notionals and trade counts increased 18% and 17% respectively
- 84% of total notional was cleared vs. 81%
- 80% of total notional was executed On SEF vs. 73%