Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 11%, while trade counts increased 12%
- Cleared notionals were down 17%, while trade counts were up 7%
- SEF notionals were down 7%, while trade counts were up 16%
- 72% of total notional was cleared vs. 78%
- 55% of total notional was executed On SEF vs. 53%
2015 current week vs. 2014 current week
- Overall interest rate notionals were up 8%, while trade counts were down 5%
- Cleared notionals were down 26%, while trade counts remained flat
- Both SEF notionals and trade counts were down 27% and 6% respectively
- 47% of total notional was cleared vs. 69%
- 34% of total notional was executed On SEF vs. 50%
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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 3%
- Both cleared notionals and trade counts were up 9% and 22% respectively
- Both SEF notionals and trade counts were up 26% and 35% respectively
- 79% of total notional was cleared vs. 66%
- 70% of total notional was executed On SEF vs. 50%
2015 current week vs. 2014 current week
- Overall CDS notionals were down 5%, while trade counts were up 19%
- Both cleared notionals and trade counts were up 15% and 30% respectively
- Both SEF notionals and trade counts were up 19% and 36% respectively
- 78% of total notional was cleared vs. 65%
- 71% of total notional was executed On SEF vs. 57%