Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 14%, while trade counts increased 11%
- Cleared notionals were down 19%, while trade counts were up 4%
- SEF notionals were down 9%, while trade counts were up 15%
- 73% of total notional was cleared vs. 78%
- 55% 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 33% and 46% respectively
- Both cleared notionals and trade counts were up 31% and 51% respectively
- Both SEF notionals and trade counts were up 27% and 55% respectively
- 76% of total notional was cleared vs. 77%
- 62% of total notional was executed On SEF vs. 65%
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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 2%
- Both cleared notionals and trade counts were up 12% and 23% respectively
- Both SEF notionals and trade counts were up 31% and 38% 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
- Overall CDS notionals were down 9%, while trade counts were up 24%
- Cleared notionals were down 7%, while trade counts were up 29%
- SEF notionals were down 5%, while trade counts increased 29%
- 77% of total notional was cleared vs. 75%
- 65% of total notional was executed On SEF vs. 63%