Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals increased 2% and trade counts decreased 10%
- Both cleared notionals and trade counts were up 10% and 3% respectively
- SEF notionals increased 6% and trade counts were flat
- 81% of total notional was cleared, vs. 76%
- 59% of total notional was executed On SEF vs. 57%
2015 current week vs. 2014 current week
- Overall interest rate notionals increased 18%, while trade counts decreased 6%
- Both cleared notionals and trade counts were up 34% and 10% respectively
- Both SEF notionals and trade counts increased 45% and 3% respectively
- 82% of total notional was cleared vs. 73%
- 62% of total notional was executed On SEF vs. 51%
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Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Both overall CDS notionals and trade counts were up 10% and 13% respectively
- Both cleared notionals and trade counts were up 11%
- Both SEF notionals and trade counts increased 20% and 19% respectively
- 82% of total notional was cleared, flat with last year
- 77% of total notional was executed On SEF vs. 71%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were up 6% and 18% respectively
- Both cleared notionals and trade counts were up 6% and 15% respectively
- Both SEF notionals and trade counts were up 15% and 23% respectively
- 81% of total notional was cleared vs. 80%
- 76% of total notional was executed On SEF vs. 70%