Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Both overall interest rate notionals and trade counts decreased 2% and 11% respectively
- Both cleared notionals and trade counts were up 3% and 1% respectively
- Both SEF notionals and trade counts were down 3% and 1% respectively
- 81% of total notional was cleared, vs. 77%
- 58% of total notional was executed On SEF vs. 59%
2015 current week vs. 2014 current week
- Overall interest rate notionals remained flat, while trade counts decreased 11%
- Both cleared notionals and trade counts were up 7% and 5% respectively
- Both SEF notionals and trade counts increased 12% and 6% respectively
- 80% of total notional was cleared vs. 74%
- 58% of total notional was executed On SEF vs. 52%
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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 12% and 11% respectively
- Both cleared notionals and trade counts were up 12% and 10% respectively
- Both SEF notionals and trade counts increased 21% and 17% 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 37% and 46% respectively
- Both cleared notionals and trade counts were up 40% and 39% respectively
- Both SEF notionals and trade counts were up 56% and 57% respectively
- 81% of total notional was cleared vs. 79%
- 74% of total notional was executed On SEF vs. 65%
