Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, while trade counts increased 12%
- Cleared notionals decreased 2%, while trade counts were up 19%
- Both SEF notionals and trade counts were up 7% and 22% respectively
- 78% of total notional was cleared, flat with last week
- 57% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both interest rate notionals and trade counts decreased 4% and 9% respectively
- Both cleared notionals and trade counts were up 11% and 24% respectively
- SEF notionals decreased 8%, while trade counts were up 16%
- 84% of total notional was cleared vs. 72%
- 50% of total notional was executed On SEF vs. 52%
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Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Both overall CDS notionals and trade counts were down 12% and 2% respectively
- Cleared notionals were down 6%, while trade counts were up 4%
- Both SEF notionals and trade counts were up 2% and 10% respectively
- 79% of total notional was cleared vs. 74%
- 71% of total notional was executed On SEF vs. 61%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 23% and 12% respectively
- Both cleared notionals and trade counts were down 24% and 14% respectively
- Both SEF notionals and trade counts were down 10% and 4% respectively
- 80% of total notional was cleared vs. 82%
- 79% of total notional was executed On SEF vs. 68%