Interest Rates Derivatives

2015 year-to-date vs. 2014 year-to-date

  • Overall interest rate notionals decreased 3%, while trade counts increased 18%
  • Cleared notionals decreased 5%, while trade counts were up 22%
  • Both SEF notionals and trade counts were up 5% and 26% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 52%
2015-8-21 IRD YTD Ending

2015 current week vs. 2014 current week

  • Overall interest rate notionals were flat and trade counts were up 5%
  • Both cleared notionals and trade counts were up 8% and 14% respectively
  • Both SEF notionals and trade counts were up 20% and 10% respectively
  • 80% of total notional was cleared vs. 75%
  • 57% of total notional was executed On SEF vs. 48%
2015-8-21 IRD Week Ending

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Credit Default Swaps

2015 year-to-date vs. 2014 year-to-date

  • Overall CDS notionals were down 12%, while trade counts were up 2%
  • Cleared notionals were down 3%, while trade counts were up 12%
  • Both SEF notionals and trade counts were up 8% and 20% respectively
  • 78% of total notional was cleared vs. 70%
  • 68% of total notional was executed On SEF vs. 56%
2015-8-21 CDS YTD Ending

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 7% and 26% respectively
  • Both cleared notionals and trade counts were up 16% and 28% respectively
  • Both SEF notionals and trade counts were up 20% and 30% respectively
  • 82% of total notional was cleared vs. 76%
  • 67% of total notional was executed On SEF vs. 60%
2015-8-21 CDS Week Ending

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Weekly On-SEF Notional

 

2015-8-21 OnSEF