Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 13%, while trade counts decreased 2%
- Both cleared notionals and trade counts were up 23% and 10% respectively
- Both SEF notionals and trade counts increased 12% and 4% respectively
- 83% of total notional was cleared vs. 77%
- 56% of total notional was executed On SEF, flat with last year
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts increased 63% and 16% respectively
- Both cleared notionals and trade counts increased 82% and 24% respectively
- Both SEF notionals and trade counts were up 81% and 18% respectively
- 88% of total notional was cleared vs. 79%
- 60% of total notional was executed On SEF vs. 54%
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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 16% and 24% respectively
- Both cleared notionals and trade counts increased 21% and 26% respectively
- Both SEF notionals and trade counts increased 28% and 33% 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 16% and 18% respectively
- Both cleared notionals and trade counts were down 17% and 20% respectively
- Both SEF notionals and trade counts decreased 14% and 20% respectively
- 79% of total notional was cleared vs. 81%
- 75% of total notional was executed On SEF vs. 74%