Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 9%, while trade counts decreased 5%
- Both cleared notionals and trade counts were up 18% and 8% respectively
- Both SEF notionals and trade counts increased 8% and 2% 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 29% and 2% respectively
- Both cleared notionals and trade counts increased 44% and 11% respectively
- Both SEF notionals and trade counts rose 52% and 11% respectively
- 85% of total notional was cleared vs. 76%
- 58% of total notional was executed On SEF vs. 50%
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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 17% and 26% respectively
- Both cleared notionals and trade counts increased 21% and 27% respectively
- Both SEF notionals and trade counts increased 28% and 35% respectively
- 82% of total notional was cleared vs. 79%
- 78% of total notional was executed On SEF vs. 71%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 20% and 18% respectively
- Both cleared notionals and trade counts were down 14% and 16% respectively
- Both SEF notionals and trade counts decreased 16% and 15% respectively
- 77% of total notional was cleared vs. 72%
- 70% of total notional was executed On SEF vs. 67%