Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals decreased 4%, while trade counts increased 20%
- Cleared notionals decreased 7%, while trade counts were up 22%
- Both SEF notionals and trade counts were up 3% and 28% respectively
- 77% of total notional was cleared vs. 79%
- 56% 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 13% and 21% respectively
- Both cleared notionals and trade counts were up 22% and 34% respectively
- Both SEF notionals and trade counts were up 47%
- 82% of total notional was cleared vs. 76%
- 60% of total notional was executed On SEF vs. 46%
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Credit Default Swaps
2015 year-to-date vs. 2014 year-to-date
- Overall CDS notionals were down 8%, while trade counts were up 7%
- Both cleared notionals and trade counts were up 4% and 21% respectively
- Both SEF notionals and trade counts were up 17% and 32% respectively
- 78% of total notional was cleared vs. 68%
- 68% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Both CDS notionals and trade counts were down 16% and 10% respectively
- Both cleared notionals and trade counts were down 18% and 12% respectively
- Both SEF notionals and trade counts were down 21% and 13% respectively
- 77% of total notional was cleared vs. 79%
- 66% of total notional was executed On SEF vs. 70%