Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 10%, while trade counts decreased 4%
- Both cleared notionals and trade counts were up 20% and 9% respectively
- Both SEF notionals and trade counts increased 10% 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
- Both overall interest rate notionals and trade counts increased 50% and 20% respectively
- Both cleared notionals and trade counts increased 61% and 30% respectively
- Both SEF notionals and trade counts rose 40% and 17% respectively
- 88% of total notional was cleared vs. 82%
- 51% 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 15% and 25% respectively
- Both cleared notionals and trade counts increased 20% and 26% respectively
- Both SEF notionals and trade counts increased 28% and 34% 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 6% and 3% respectively
- Both cleared notionals and trade counts were up 7%
- Both SEF notionals and trade counts increased 13% and 12% respectively
- 78% of total notional was cleared vs. 69%
- 72% of total notional was executed On SEF vs. 60%