Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 8%, while trade counts decreased 5%
- Both cleared notionals and trade counts were up 17% and 7% respectively
- Both SEF notionals and trade counts increased 7% and 2% respectively
- 82% of total notional was cleared vs. 76%
- 56% of total notional was executed On SEF vs. 57%
2016 current week vs. 2015 current week
- Overall interest rate notionals increased 5%, while trade counts decreased 31%
- Cleared notionals increased 10%, while trade counts decreased 29%
- SEF notionals rose 3%, while trade counts decreased 26%
- 83% of total notional was cleared vs. 79%
- 55% of total notional was executed On SEF vs. 56%
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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 18% and 28% respectively
- Both cleared notionals and trade counts increased 22% and 29% respectively
- Both SEF notionals and trade counts increased 30% and 37% 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 54% and 45% respectively
- Both cleared notionals and trade counts were down 48% and 43% respectively
- Both SEF notionals and trade counts decreased 48% and 43% respectively
- 79% of total notional was cleared vs. 70%
- 73% of total notional was executed On SEF vs. 65%