Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 8%, while trade counts decreased 4%
- Both cleared notionals and trade counts were up 17% and 10% respectively
- Both SEF notionals and trade counts increased 7% and 3% 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
- Both overall interest rate notionals and trade counts decreased 18% and 12% respectively
- Cleared notionals increased 30%, while trade counts decreased 3%
- Both SEF notionals and trade counts rose 31% and 3% respectively
- 87% of total notional was cleared vs. 55%
- 65% of total notional was executed On SEF vs. 41%
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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 22% and 32% respectively
- Both cleared notionals and trade counts increased 25% and 33% respectively
- Both SEF notionals and trade counts increased 34% and 41% respectively
- 82% of total notional was cleared vs. 80%
- 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 11% respectively
- Both cleared notionals and trade counts were down 16% and 7% respectively
- Both SEF notionals and trade counts decreased 14% and 5% respectively
- 79% of total notional was cleared vs. 75%
- 74% of total notional was executed On SEF vs. 68%