Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 3%, while trade counts increased 19%
- Cleared notionals decreased 4%, while trade counts were up 22%
- Both SEF notionals and trade counts were up 6% and 27% respectively
- 77% of total notional was cleared vs. 79%
- 57% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were up 22% and 27% respectively
- Both cleared notionals and trade counts were up 22% and 43% respectively
- Both SEF notionals and trade counts were up 25% and 45% respectively
- 76% of total notional was cleared vs. 77%
- 51% of total notional was executed On SEF vs. 50%
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Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Overall CDS notionals were down 10%, while trade counts were up 5%
- Both cleared notionals and trade counts were up 0.4% and 15% respectively
- Both SEF notionals and trade counts were up 11% and 24% respectively
- 78% of total notional was cleared vs. 70%
- 69% of total notional was executed On SEF vs. 56%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were up 127% and 154% respectively
- Both cleared notionals and trade counts were up 158% and 169% respectively
- Both SEF notionals and trade counts were up 182% and 178% respectively
- 84% of total notional was cleared vs. 74%
- 77% of total notional was executed On SEF vs. 62%