Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 10%, while trade counts decreased 3%
- Both cleared notionals and trade counts were up 20% and 8% respectively
- Both SEF notionals and trade counts increased 9% and 3% respectively
- 83% of total notional was cleared vs. 76%
- 56% of total notional was executed On SEF, flat with last year
2016 current week vs. 2015 current week
- Overall interest rate notionals increased 13%, while trade counts decreased 2%
- Both cleared notionals and trade counts increased 16% and 2% respectively
- SEF notionals were down 2%, while trade counts rose 4%
- 86% of total notional was cleared vs. 83%
- 53% of total notional was executed On SEF vs. 61%
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Credit Default Swaps
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 increased 16% and 2% respectively
- SEF notionals were down 2%, while trade counts rose 4%
- 86% of total notional was cleared vs. 83%
- 53% of total notional was executed On SEF vs. 61%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts were up 16% and 25% respectively
- Both cleared notionals and trade counts increased 21% and 27% respectively
- Both SEF notionals and trade counts increased 29% and 34% respectively
- 81% of total notional was cleared vs. 78%
- 77% of total notional was executed On SEF vs. 70%