Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 2%, while trade counts increased 9%
- Cleared notionals were flat, while trade counts were up 18%
- Both SEF notionals and trade counts were up 9% and 21% respectively
- 78% of total notional was cleared, vs. 77%
- 57% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Interest rate notionals increased 12% and trade counts decreased 9%
- Both cleared notionals and trade counts were up 20% and 2% respectively
- Both SEF notionals and trade counts increased 9% and 3% respectively
- 82% of total notional was cleared vs. 77%
- 59% of total notional was executed On SEF vs. 61%
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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 7%, while trade counts were up 2%
- Both SEF notionals and trade counts increased 2% and 9% respectively
- 79% of total notional was cleared vs. 75%
- 71% of total notional was executed On SEF vs. 62%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 11% and 10% respectively
- Both cleared notionals and trade counts were down 13% and 10% respectively
- Both SEF notionals and trade counts were down 8% and 6% respectively
- 82% of total notional was cleared vs. 84%
- 78% of total notional was executed On SEF vs. 75%