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 10% respectively
- Both SEF notionals and trade counts increased 10% and 4% respectively
- 83% of total notional was cleared vs. 77%
- 56% 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 20% and 5% respectively
- Both cleared notionals and trade counts increased 24% and 8% respectively
- Both SEF notionals and trade counts were up 1% and 6% respectively
- 86% of total notional was cleared vs. 83%
- 58% of total notional was executed On SEF vs. 68%
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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 20% 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 decreased 11% and 4% respectively
- Both cleared notionals and trade counts were down 12% and 7% respectively
- Both SEF notionals and trade counts decreased 11% and 7% respectively
- 79% of total notional was cleared vs. 80%
- 72% of total notional was executed On SEF vs. 73%