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 5%, while trade counts were up 22%
- Both SEF notionals and trade counts were up 5% and 27% respectively
- 77% of total notional was cleared vs. 79%
- 57% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were up 18% and 21% respectively
- Both cleared notionals and trade counts were up 22% and 37% respectively
- Both SEF notionals and trade counts were up 42% and 27% respectively
- 82% of total notional was cleared vs. 80%
- 64% of total notional was executed On SEF vs. 53%
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Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Overall CDS notionals were down 13%, while trade counts were up 1%
- Cleared notionals were down 3%, while trade counts were up 12%
- Both SEF notionals and trade counts were up 8% and 20% 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 down 25% and 14% respectively
- Both cleared notionals and trade counts were down 28% and 17% respectively
- Both SEF notionals and trade counts were down 24% and 14% respectively
- 77% of total notional was cleared vs. 80%
- 71% of total notional was executed On SEF vs. 69%