Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 5%, while trade counts decreased 4%
- Both cleared notionals and trade counts were up 13% and 11% respectively
- Both SEF notionals and trade counts increased 2% and 4% respectively
- 82% of total notional was cleared vs. 77%
- 56% of total notional was executed On SEF vs. 58%
2016 current week vs. 2015 current week
- Both overall interest rate notionals and trade counts rose 11% and 2% respectively
- Both cleared notionals and trade counts increased 16% and 9% respectively
- Both SEF notionals and trade counts increased 8% and 11% respectively
- 81% of total notional was cleared vs. 78%
- 57% of total notional was executed On SEF vs. 59%
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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 26% and 37% respectively
- Both cleared notionals and trade counts increased 29% and 37% respectively
- Both SEF notionals and trade counts increased 39% and 47% 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
- Overall CDS notionals decreased 9%, while trade counts increased 3%
- Both cleared notionals and trade counts were up 4% and 7% respectively
- Both SEF notionals and trade counts rose 2% and 9% respectively
- 83% of total notional was cleared vs. 73%
- 76% of total notional was executed On SEF vs. 68%