Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 4%, while trade counts increased 19%
- Cleared notionals decreased 6%, while trade counts were up 22%
- Both SEF notionals and trade counts were up 4% 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 2% and 11% respectively
- Both cleared notionals and trade counts were up 4% and 23% respectively
- Both SEF notionals and trade counts were up 23% and 26% respectively
- 79% of total notional was cleared vs. 77%
- 59% of total notional was executed On SEF vs. 49%
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Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Overall CDS notionals were down 12%, while trade counts were up 2%
- Cleared notionals were down 2%, while trade counts were up 13%
- Both SEF notionals and trade counts were up 9% and 22% respectively
- 78% of total notional was cleared vs. 70%
- 68% of total notional was executed On SEF vs. 55%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were down 57% and 49% respectively
- Both cleared notionals and trade counts were down 57% and 50% respectively
- Both SEF notionals and trade counts were down 56% and 50% respectively
- 82% of total notional was cleared, flat with last week
- 73% of total notional was executed On SEF vs. 71%