Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 12%, while trade counts increased 12%
- Cleared notionals were down 17%, while trade counts were up 5%
- SEF notionals were down 7%, while trade counts were up 15%
- 73% of total notional was cleared vs. 78%
- 56% of total notional was executed On SEF vs. 52%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were up 27%
- Both cleared notionals and trade counts were up 29% and 23% respectively
- Both SEF notionals and trade counts were up 43% and 18% respectively
- 76% of total notional was cleared vs. 75%
- 60% 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 10%, while trade counts were up 1%
- Both cleared notionals and trade counts were up 11% and 23% respectively
- Both SEF notionals and trade counts were up 31% and 38% respectively
- 80% of total notional was cleared vs. 64%
- 70% of total notional was executed On SEF vs. 48%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 35% and 17% respectively
- Cleared notionals were down 16%, while trade counts were up 6%
- SEF notionals were down 2%, while trade counts increased 11%
- 67% of total notional was cleared vs. 52%
- 60% of total notional was executed On SEF vs. 40%