Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 12%, while trade counts decreased 2%
- 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. 56%
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts increased 15% and 16% respectively
- Both cleared notionals and trade counts increased 15% and 18% respectively
- SEF notionals were down 2%, while trade counts were up 7%
- 82% of total notional was cleared vs. 83%
- 51% of total notional was executed On SEF vs. 60%
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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 13% and 22% respectively
- Both cleared notionals and trade counts increased 18% and 23% respectively
- Both SEF notionals and trade counts increased 25% and 30% 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
- Overall CDS notionals decreased 10%, while trade counts increased 22%
- Cleared notionals were down 7%, while trade counts were up 8%
- SEF notionals decreased 2%, while trade counts increased 12%
- 81% of total notional was cleared vs. 77%
- 73% of total notional was executed On SEF vs. 66%