Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 16%, while trade counts increased 10%
- Cleared notionals were down 22%, while trade counts were up 1%
- SEF notionals were down 13%, while trade counts were up 15%
- 72% of total notional was cleared vs. 77%
- 54% 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 22% and 35% respectively
- Both cleared notionals and trade counts were up 25% and 31% respectively
- Both SEF notionals and trade counts were up 14% and 33% respectively
- 77% of total notional was cleared vs. 75%
- 57% 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
- Overall CDS notionals were down 10%, while trade counts were up 2%
- Both cleared notionals and trade counts were up 18% and 32% respectively
- Both SEF notionals and trade counts were up 42% and 54% respectively
- 81% of total notional was cleared vs. 61%
- 71% of total notional was executed On SEF vs. 45%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were up 1% and 5% respectively
- Both cleared notionals and trade counts were up 17% and 21% respectively
- Both SEF notionals and trade counts increased 24%
- 83% of total notional was cleared vs. 72%
- 73% of total notional was executed On SEF vs. 59%