Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 12%, while trade counts increased 13%
- Cleared notionals were down 17%, while trade counts were up 6%
- SEF notionals were down 2%, while trade counts were up 22%
- 73% of total notional was cleared vs. 78%
- 56% of total notional was executed On SEF vs. 50%
2015 current week vs. 2014 current week
- Both overall interest rate notionals and trade counts were up 6% and 33% respectively
- Both cleared notionals and trade counts were up 1% and 35% respectively
- Both SEF notionals and trade counts were up 14% and 37% respectively
- 75% of total notional was cleared vs. 79%
- 54% 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 9%, while trade counts were up 3%
- Both cleared notionals and trade counts were up 12% and 25% respectively
- Both SEF notionals and trade counts were up 32% and 39% respectively
- 80% of total notional was cleared vs. 65%
- 70% of total notional was executed On SEF vs. 49%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were up 25% and 51% respectively
- Both cleared notionals and trade counts were up 27% and 60% respectively
- Both SEF notionals and trade counts were up 59% and 74% respectively
- 80% of total notional was cleared vs. 79%
- 75% of total notional was executed On SEF vs. 59%