Interest Rates Derivatives
2015 year-to-date vs. 2014 year-to-date
- Overall interest rate notionals were down 17%, while trade counts increased 8%
- Cleared notionals were down 22%, while trade counts were at 0%
- SEF notionals were down 12%, while trade counts were up 11%
- 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 down 25% and 7% respectively
- Both cleared notionals and trade counts were down 27% and 9% respectively
- Both SEF notionals and trade counts were down 15% and 5% respectively
- 77% of total notional was cleared vs. 79%
- 57% 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 11%, while trade counts were down 1%
- Both cleared notionals and trade counts were up 12% and 22% respectively
- Both SEF notionals and trade counts were up 33% and 38% respectively
- 80% of total notional was cleared vs. 64%
- 71% of total notional was executed On SEF vs. 47%
2015 current week vs. 2014 current week
- Both overall CDS notionals and trade counts were down 35% and 32% respectively
- Both cleared notionals and trade counts were down 40% and 40% respectively
- Both SEF notionals and trade counts decreased 37% and 40% respectively
- 72% of total notional was cleared vs. 78%
- 65% of total notional was executed On SEF vs. 67%