IRD and CDS Weekly Trading Volume: Week Ending June 15 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 26% and 18%, respectively
  • Both cleared notional and trade count were up 26% and 21%, respectively
  • Both On-SEF notional and trade count increased 28% and 25%, respectively
  • 88% of total notional was cleared, flat with last year
  • 56% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 12% and 6%, respectively
  • Both cleared notional and trade count were up 13% and 7%, respectively
  • Both On-SEF notional and trade count increased 20% and 9%, respectively
  • 88% of total notional was cleared vs. 87%
  • 53% of total notional was executed On SEF vs. 50%

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 46% and 24%, respectively
  • Both cleared notional and trade count were up 55% and 32%, respectively
  • Both On-SEF notional and trade count increased 57% and 34%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 68% and 48%, respectively
  • Both cleared notional and trade count were up 80% and 60%, respectively
  • Both On-SEF notional and trade count increased 88% and 65%, respectively
  • 84% of total notional was cleared vs. 78%
  • 81% of total notional was executed On SEF vs. 72%

Weekly On-SEF Traded Notional

IRD and CDS Weekly Trading Volume: Week Ending June 8 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 27% and 19%, respectively
  • Both cleared notional and trade count were up 27% and 22%, respectively
  • Both On-SEF notional and trade count increased 28% and 26%, respectively
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 56%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 7% and 22%, respectively
  • Both cleared notional and trade count were up 4% and 24%, respectively
  • Both On-SEF notional and trade count increased 4% and 27%, respectively
  • 90% of total notional was cleared vs. 93%
  • 64% of total notional was executed On SEF vs. 66%

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 45% and 23%, respectively
  • Both cleared notional and trade count were up 54% and 31%, respectively
  • Both On-SEF notional and trade count increased 56% and 33%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 69% and 53%, respectively
  • Both cleared notional and trade count were up 85% and 65%, respectively
  • Both On-SEF notional and trade count increased 89% and 67%, respectively
  • 85% of total notional was cleared vs. 77%
  • 82% of total notional was executed On SEF vs. 73%

Weekly On-SEF Traded Notional

IRD and CDS Weekly Trading Volume: Week Ending June 1, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 28% and 19%, respectively
  • Both cleared notional and trade count were up 29% and 22%, respectively
  • Both On-SEF notional and trade count increased 31% and 26%, respectively
  • 88% of total notional was cleared, flat with last year
  • 56% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 38% and 46%, respectively
  • Both cleared notional and trade count were up 37% and 50%, respectively
  • Both On-SEF notional and trade count increased 39% and 49%, respectively
  • 88% of total notional was cleared vs. 89%
  • 51% of total notional was executed On SEF vs. 50%

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 44% and 22%, respectively
  • Both cleared notional and trade count were up 53% and 30%, respectively
  • Both On-SEF notional and trade count increased 55% and 31%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 180% and 118%, respectively
  • Both cleared notional and trade count were up 215% and 138%, respectively
  • Both On-SEF notional and trade count increased 222% and 142%, respectively
  • 88% of total notional was cleared vs. 78%
  • 84% of total notional was executed On SEF vs. 73%

Weekly On-SEF Traded Notional

IRD and CDS Weekly Trading Volume: Week Ending May 25, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 27% and 18%, respectively
  • Both cleared notional and trade count were up 28% and 21%, respectively
  • Both On-SEF notional and trade count increased 30% and 25%, respectively
  • 88% of total notional was cleared, flat with last year
  • 56% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 23% and 7%, respectively
  • Both cleared notional and trade count were up 22% and 8%, respectively
  • Both On-SEF notional and trade count increased 17% and 13%, respectively
  • 88% of total notional was cleared, flat with last year
  • 54% of total notional was executed On SEF vs. 57%

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 40% and 19%, respectively
  • Both cleared notional and trade count were up 48% and 26%, respectively
  • Both On-SEF notional and trade count increased 49% and 28%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 87% and 59%, respectively
  • Both cleared notional and trade count were up 104% and 69%, respectively
  • Both On-SEF notional and trade count increased 118% and 73%, respectively
  • 83% of total notional was cleared vs. 76%
  • 79% of total notional was executed On SEF vs. 68%

Weekly On-SEF Traded Notional

IRD and CDS Weekly Trading Volume: Week Ending May 18, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 27% and 18%, respectively
  • Both cleared notional and trade count were up 28% and 20%, respectively
  • Both On-SEF notional and trade count increased 30% and 25%, respectively
  • 88% of total notional was cleared vs. 87%
  • 57% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 32% and 14%, respectively
  • Both cleared notional and trade count were up 33% and 16%, respectively
  • Both On-SEF notional and trade count increased 28% and 20%, respectively
  • 87% of total notional was cleared, flat with last year
  • 53% of total notional was executed On SEF vs. 54%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 37% and 16%, respectively
  • Both cleared notional and trade count were up 45% and 24%, respectively
  • Both On-SEF notional and trade count increased 46% and 25%, respectively
  • 83% of total notional was cleared vs. 79%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count decreased 8% and 15%, respectively
  • Both cleared notional and trade count were down 12% and 20%, respectively
  • Both On-SEF notional and trade count decreased 10% and 15%, respectively
  • 79% of total notional was cleared vs. 82%
  • 73% of total notional was executed On SEF vs. 74%

 

 

Weekly On-SEF Traded Notional

IRD and CDS Weekly Trading Volume: Week Ending May 11, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 26% and 17%, respectively
  • Both cleared notional and trade count were up 27% and 20%, respectively
  • Both On-SEF notional and trade count increased 30% and 25%, respectively
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count decreased 12% and 6%, respectively
  • Both cleared notional and trade count were down 17% and 8%, respectively
  • Both On-SEF notional and trade count decreased 17% and 8%, respectively
  • 84% of total notional was cleared vs. 89%
  • 54% of total notional was executed On SEF vs. 57%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 40% and 19%, respectively
  • Both cleared notional and trade count were up 49% and 27%, respectively
  • Both On-SEF notional and trade count increased 50% and 28%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 11% and 10%, respectively
  • Both cleared notional and trade count were up 16% and 10%, respectively
  • Both On-SEF notional and trade count increased 15% and 11%, respectively
  • 81% of total notional was cleared vs. 77%
  • 76% of total notional was executed On SEF vs. 73%

 

 

Weekly On-SEF Traded Notional

IRD and CDS Weekly Trading Volume: Week Ending May 4, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 29% and 19%, respectively
  • Both cleared notional and trade count were up 30% and 22%, respectively
  • Both On-SEF notional and trade count increased 33% and 27%, respectively
  • 88% of  total notional was cleared vs. 87%
  • 57% of total notional was executed On SEF vs. 55%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 21% and 11%, respectively
  • Both cleared notional and trade count were up 22% and 13%, respectively
  • Both On-SEF notional and trade count increased 29% and 20%, respectively
  • 88% of total notional was cleared vs. 87%
  • 56% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 42% and 19%, respectively
  • Both cleared notional and trade count were up 51% and 28%, respectively
  • Both On-SEF notional and trade count increased 52% and 29%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 51% and 37%, respectively
  • Both cleared notional and trade count were up 66% and 43%, respectively
  • Both On-SEF notional and trade count increased 67% and 44%
  • 83% of total notional was cleared vs. 76%
  • 79% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Traded Notional

IRD and CDS Weekly Trading Volume: Week Ending April 13, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 28% and 19%, respectively
  • Both cleared notional and trade count were up 36% and 40%, respectively
  • Both On-SEF notional and trade count increased 40% and 55%, respectively
  • 88% of total notional was cleared vs. 84%
  • 57% of total notional was executed On SEF vs. 52%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 44% and 42%, respectively
  • Both cleared notional and trade count were up 48% and 67%, respectively
  • Both On-SEF notional and trade count increased 87% and 101%, respectively
  • 88% of total notional was cleared vs. 86%
  • 59% of total notional was executed On SEF vs. 46%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 48% and 20%, respectively
  • Both cleared notional and trade count were up 57% and 30%, respectively
  • Both On-SEF notional and trade count increased 58% and 30%, respectively
  • 84% of total notional was cleared vs. 79%
  • 80% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 52% and 43%, respectively
  • Both cleared notional and trade count were up 68% and 57%, respectively
  • Both On-SEF notional and trade count increased 69% and 58%
  • 82% of total notional was cleared vs. 74%
  • 78% of total notional was executed On SEF vs. 71%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: Week Ending April 6, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 28% and 17%, respectively
  • Both cleared notional and trade count were up 29% and 21%, respectively
  • Both On-SEF notional and trade count increased 29% and 25%, respectively
  • 89% of total notional was cleared vs. 87%
  • 57% of total notional was executed On SEF vs. 56%

2018 current week vs. 2017 current week

  • Interest rate notional increased 3%, but trade count decreased 4%
  • Cleared notional was up 4%, but trade count was down 1%, respectively
  • Both On-SEF notional and trade count increased 16% and 2%, respectively
  • 87% of total notional was cleared vs. 86%
  • 54% of total notional was executed On SEF vs. 48%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 48% and 19%, respectively
  • Both cleared notional and trade count were up 57% and 29%, respectively
  • Both On-SEF notional and trade count increased 57% and 29%, respectively
  • 84% of total notional was cleared vs. 79%
  • 80% of total notional was executed On SEF vs. 75%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 21% and 15%, respectively
  • Both cleared notional and trade count were up 27% and 18%, respectively
  • Both On-SEF notional and trade count increased 29% and 19%
  • 86% of total notional was cleared vs. 81%
  • 83% of total notional was executed On SEF vs. 77%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: Week Ending March 30, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 29% and 19%, respectively
  • Both cleared notional and trade count were up 31% and 22%, respectively
  • Both SEF notional and trade count increased 29% and 27%, respectively
  • 89% of total notional was cleared vs. 88% last year
  • 57% of total notional was executed On SEF vs. 57%

2018 current week vs. 2017 current week

  • Interest rate notional increased 4%, but trade count decreased 5%
  • Cleared notional was up 8%, but trade count was down 3%, respectively
  • Both SEF notional and trade count increased 11% and 6%, respectively
  • 91% of total notional was cleared vs. 88%
  • 61% of total notional was executed On SEF vs. 57%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 50% and 19%, respectively
  • Both cleared notional and trade count were up 59% and 30%, respectively
  • Both SEF notional and trade count increased 60% and 30%, respectively
  • 84% of total notional was cleared vs. 79%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • CDS notional increased 3%, but trade count decreased 5%
  • Both cleared notional and trade count were up 8% and 1%, respecitvely
  • Both SEF notional and trade count increased 8% and 2%
  • 88% of total notional was cleared vs. 84%
  • 85% of total notional was executed On SEF vs. 81%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: Week Ending March 23, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 31% and 21%, respectively
  • Both cleared notional and trade count were up 33% and 24%, respectively
  • Both SEF notional and trade count increased 31% and 28%, respectively
  • 88% of total notional was cleared, flat with last year
  • 56% of total notional was executed On SEF vs. 57%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 37% and 12%, respectively
  • Both cleared notional and trade count were up 42% and 16%, respectively
  • Both SEF notional and trade count increased 18% and 20%, respectively
  • 90% of total notional was cleared vs. 88%
  • 51% of total notional was executed On SEF vs. 59%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 56% and 22%, respectively
  • Both cleared notional and trade count were up 66% and 33%, respectively
  • Both SEF notional and trade count increased 67% and 33%, respectively
  • 83% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

  • Both CDS notional and trade count increased 29% and 7%, respectively
  • Both cleared notional and trade count were up 36% and 16%, respectively
  • Both SEF notional and trade count increased 38% and 17%
  • 88% of total notional was cleared vs. 83%
  • 82% of total notional was executed On SEF vs. 77%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: Week Ending March 16, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notional and trade count increased 31% and 22%, respectively
  • Both cleared notional and trade count were up 32% and 25%, respectively
  • Both SEF notional and trade count increased 32% and 29%, respectively
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 56%

2018 current week vs. 2017 current week

  • Both interest rate notional and trade count increased 37% and 22%, respectively
  • Both cleared notional and trade count were up 42% and 27%, respectively
  • Both SEF notional and trade count increased 48% and 31%, respectively
  • 89% of total notional was cleared vs. 86%
  • 55% of total notional was executed On SEF vs. 51%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notional and trade count increased 62% and 24%, respectively
  • Both cleared notional and trade count were up 74% and 36%, respectively
  • Both SEF notional and trade count increased 74% and 36%, respectively
  • 82% of total notional was cleared vs. 77%
  • 78% of total notional was executed On SEF vs. 73%

2018 current week vs. 2017 current week

  • CDS notional increased 5%, while trade count decreased 11%
  • Cleared notional were up 5%, while trade count were down 10%
  • SEF notional increased 8%, while trade count decreased 9%
  • 79% of total notional was cleared vs. 78%
  • 75% of total notional was executed On SEF vs. 73%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: Week Ending March 9, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 30% and 22%, respectively
  • Both cleared notionals and trade counts were up 31% and 25%, respectively
  • Both SEF notionals and trade counts increased 31% and 29%, respectively
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF, flat with last year

2018 current week vs. 2017 current week

  • Interest rate notionals increased 11%, while trade counts decreased 2%
  • Both cleared notionals and trade counts were up 12% and 1%, respectively
  • Both SEF notionals and trade counts increased 18% and 4%, respectively
  • 89% of total notional was cleared vs. 88%
  • 58% of total notional was executed On SEF vs. 54%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notionals and trade counts increased 69% and 29%, respectively
  • Both cleared notionals and trade counts were up 82% and 42%, respectively
  • Both SEF notionals and trade counts increased 82% and 41%, respectively
  • 83% of total notional was cleared vs. 77%
  • 79% of total notional was executed On SEF vs. 73%

2018 current week vs. 2017 current week

  • CDS notionals increased 7%, while trade counts decreased 14%
  • Cleared notionals were up 9%, while trade were down 9%
  • SEF notionals increased 8%, while trade counts decreased 10%
  • 83% of total notional was cleared vs. 81%
  • 79% of total notional was executed On SEF, flat with last year

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending March 2, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 33% and 25%, respectively
  • Both cleared notionals and trade counts were up 33% and 28%, respectively
  • Both SEF notionals and trade counts increased 32%
  • 88% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF, flat with last year

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 12% and 16%, respectively
  • Both cleared notionals and trade counts were up 12% and 18%, respectively
  • Both SEF notionals and trade counts increased 24% and 25%, respectively
  • 91% of total notional was cleared, flat with last year
  • 58% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notionals and trade counts increased 78% and 35%, respectively
  • Both cleared notionals and trade counts were up 94% and 50%, respectively
  • Both SEF notionals and trade counts increased 94% and 49%, respectively
  • 83% of total notional was cleared vs. 76%
  • 79% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 67% and 22%, respectively
  • Both cleared notionals and trade counts were up 93% and 46%, respectively
  • Both SEF notionals and trade counts increased 90% and 44%, respectively
  • 87% of total notional was cleared vs. 75%
  • 81% of total notional was executed On SEF vs. 71%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending February 16, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 37% and 26%, respectively
  • Both cleared notionals and trade counts were up 38% and 30%, respectively
  • Both SEF notionals and trade counts increased 33%
  • 87% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 59%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 2% and 6%, respectively
  • Both cleared notionals and trade counts were up 0.37% and 10%, respectively
  • Both SEF notionals and trade counts increased 7% and 12%, respectively
  • 86% of total notional was cleared vs. 88%
  • 55% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notionals and trade counts increased 77% and 35%, respectively
  • Both cleared notionals and trade counts were up 91% and 48%, respectively
  • Both SEF notionals and trade counts increased 92% and 48%, respectively
  • 82% of total notional was cleared vs. 76%
  • 78% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 77% and 41%, respectively
  • Both cleared notionals and trade counts were up 96% and 58%, respectively
  • Both SEF notionals and trade counts increased 99% and 60%, respectively
  • 86% of total notional was cleared vs. 77%
  • 82% of total notional was executed On SEF vs. 74%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending February 9, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 40% and 27%, respectively
  • Both cleared notionals and trade counts were up 42% and 30%, respectively
  • Both SEF notionals and trade counts increased 35% and 34%, respectively
  • 88% of total notional was cleared vs. 87%
  • 58% of total notional was executed On SEF vs. 60%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 41% and 38%, respectively
  • Both cleared notionals and trade counts were up 38% and 40%, respectively
  • Both SEF notionals and trade counts increased 24% and 45%, respectively
  • 86% of total notional was cleared vs. 88%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notionals and trade counts increased 69% and 28%, respectively
  • Both cleared notionals and trade counts were up 81% and 39%, respectively
  • Both SEF notionals and trade counts increased 82% and 39%, respectively
  • 81% of total notional was cleared vs. 76%
  • 77% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 204% and 128%, respectively
  • Both cleared notionals and trade counts were up 223% and 158%, respectively
  • Both SEF notionals and trade counts increased 223% and 157%, respectively
  • 84% of total notional was cleared vs. 79%
  • 82% of total notional was executed On SEF vs. 77%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending February 2, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 40% and 25%, respectively
  • Both cleared notionals and trade counts were up 43% and 28%, respectively
  • Both SEF notionals and trade counts increased 37% and 32%, respectively
  • 88% of total notional was cleared vs. 86%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 26% and 39%, respectively
  • Both cleared notionals and trade counts were up 25% and 40%, respectively
  • Both SEF notionals and trade counts increased 19% and 45%, respectively
  • 87% of total notional was cleared vs. 88%
  • 57% of total notional was executed On SEF vs. 61%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both CDS notionals and trade counts increased 32% and 2%, respectively
  • Both cleared notionals and trade counts were up 39% and 7%, respectively
  • Both SEF notionals and trade counts increased 39% and 7%, respectively
  • 78% of total notional was cleared vs. 74%
  • 74% of total notional was executed On SEF vs. 70%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 53% and 22%, respectively
  • Both cleared notionals and trade counts were up 61% and 39%, respectively
  • Both SEF notionals and trade counts increased 68% and 42%, respectively
  • 82% of total notional was cleared vs. 77%
  • 79% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending January 26, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 45% and 21%, respectively
  • Both cleared notionals and trade counts were up 49% and 25%, respectively
  • Both SEF notionals and trade counts increased 43% and 28%, respectively
  • 88% of total notional was cleared vs. 86%
  • 59% of total notional was executed On SEF vs. 60%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 38% and 30%, respectively
  • Both cleared notionals and trade counts were up 39% and 31%, respectively
  • Both SEF notionals and trade counts increased 23% and 38%, respectively
  • 87% of total notional was cleared, flat with last year
  • 55% of total notional was executed On SEF vs. 62%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • CDS notionals increased 26%, while trade counts decreased 5%
  • Cleared notionals were up 32%, while trade counts were down 2%
  • SEF notionals increased 31%, while trade counts decreased 3%
  • 77% of total notional was cleared vs. 74%
  • 72% of total notional was executed On SEF vs. 70%

2018 current week vs. 2017 current week

  • CDS notionals increased 25%, while trade counts decreased 14%
  • Cleared notionals were up 41%, while trade counts were down 6%
  • SEF notionals increased 39%, while trade counts decreased 6%
  • 81% of total notional was cleared vs. 72%
  • 77% of total notional was executed On SEF vs. 70%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending January 19, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 47% and 18%, respectively
  • Both cleared notionals and trade counts were up 52% and 23%, respectively
  • Both SEF notionals and trade counts increased 51% and 25%, respectively
  • 89% of total notional was cleared vs. 86%
  • 61% of total notional was executed On SEF vs. 59%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 56% and 22%, respectively
  • Both cleared notionals and trade counts were up 60% and 26%, respectively
  • Both SEF notionals and trade counts increased 51% and 25%, respectively
  • 87% of total notional was cleared vs. 85%
  • 54% of total notional was executed On SEF vs. 56%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • CDS notionals increased 16%, while trade counts decreased 8%
  • Cleared notionals were up 16%, while trade counts were down 9%
  • SEF notionals increased 15%, while trade counts decreased 10%
  • 75% of total notional was cleared vs. 76%
  • 71% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts increased 52% and 16%, respectively
  • Both ceared notionals and trade counts were up 66% and 19%, respectively
  • Both SEF notionals and trade counts increased 62% and 16%, respectively
  • 77% of total notional was cleared vs. 71%
  • 69% of total notional was executed On SEF vs. 65%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending January 12, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Both interest rate notionals and trade counts increased 43% and 16%, respectively
  • Both cleared notionals and trade counts were up 49% and 21%, respectively
  • Both SEF notionals and trade counts increased 50% and 25%, respectively
  • 89% of total notional was cleared vs. 86%
  • 64% of total notional was executed On SEF vs. 61%

2018 current week vs. 2017 current week

  • Both interest rate notionals and trade counts increased 38% and 18%, respectively
  • Both cleared notionals and trade counts were up 43% and 25%, respectively
  • Both SEF notionals and trade counts increased 52% and 32%, respectively
  • 90% of total notional was cleared vs. 87%
  • 68% of total notional was executed On SEF vs. 62%

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • CDS notionals increased 16%, while trade counts decreased 8%
  • Cleared notionals were up 16%, while trade counts were down 9%
  • SEF notionals increased 15%, while trade counts decreased 10%
  • 75% of total notional was cleared vs. 76%
  • 71% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • CDS notionals increased 23%, while trade counts decreased 8%
  • Cleared notionals were up 24%, while trade counts were down 10%
  • SEF notionals increased 22%, while trade counts decreased 10%
  • 75% of total notional was cleared, flat with last year
  • 71% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending January 5, 2018

Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

  • Overall interest rate notionals increased 35%, while trade counts decreased 3%
  • Cleared notionals were up 42%, while trade counts were down .11%
  • Both SEF notionals and trade counts increased 35% and 2%, respectively
  • 89% of total notional was cleared vs. 85%
  • 59% of total notional was executed On SEF, flat with last year

2018 current week vs. 2017 current week

  • Overall interest rate notionals increased 35%, while trade counts decreased 3%
  • Cleared notionals were up 42%, while trade counts were down .11%
  • Both SEF notionals and trade counts increased 35% and 2%, respectively
  • 89% of total notional was cleared vs. 85%
  • 59% of total notional was executed On SEF, flat with last year

 

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

  • Both overall CDS notionals and trade counts were down 9% and 23%, respectively
  • Both cleared notionals and trade counts decreased 11% and 26%, respectively
  • Both SEF notionals and trade counts decreased 11% and 26%, respectively
  • 74% of total notional was cleared vs. 76%
  • 70% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

  • Both CDS notionals and trade counts were down 9% and 23%, respectively
  • Both cleared notionals increased and trade counts decreased 11% and 26%, respectively
  • Both SEF notionals and trade counts were down 11% and 26%, respectively
  • 74% of total notional was cleared vs. 76%
  • 70% of total notional was executed On SEF vs. 72%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending December 22, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
  • Both cleared notionals and trade counts were up 21% and 14%, respectively
  • Both SEF notionals and trade counts increased 17%
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 8% and 1%, respectively
  • Both cleared notionals and trade counts were up 14% and 8%, respectively
  • Both SEF notionals and trade counts increased 8% and 14%, respectively
  • 89% of total notional was cleared vs. 84%
  • 57% of total notional was executed On SEF vs. 58%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 18%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 1% while trade counts were down 16%
  • Cleared notionals increased 7% while trade counts decreased 17%
  • SEF notionals were up 4% while trade counts were down 19%
  • 73% of total notional was cleared vs. 69%
  • 62% of total notional was executed On SEF vs. 71%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending December 15, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
  • Both cleared notionals and trade counts were up 21% and 14%, respectively
  • Both SEF notionals and trade counts increased 17%
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 0.4% and 17%, respectively
  • Both cleared notionals and trade counts were down 0.4% and 20%, respectively
  • Both SEF notionals and trade counts decreased 11% and 19%, respectively
  • 87% of total notional was cleared, flat with last year
  • 50% of total notional was executed On SEF vs. 55%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 18%, respectively
  • Both cleared notionals and trade counts decreased 7% and 18%, respectively
  • Both SEF notionals and trade counts decreased 7% and 20%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 32% and 37%, respectively
  • Both cleared notionals and trade counts decreased 37% and 43%, respectively
  • Both SEF notionals and trade counts were down 39% and 43%, respectively
  • 69% of total notional was cleared vs. 74%
  • 63% of total notional was executed On SEF vs. 71%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending December 8, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
  • Both cleared notionals and trade counts were up 22% and 15%, respectively
  • Both SEF notionals and trade counts increased 17% and 18%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 41% and 10%, respectively
  • Both cleared notionals and trade counts were up 45% and 17%, respectively
  • Both SEF notionals and trade counts increased 49% and 25%, respectively
  • 89% of total notional was cleared vs. 86%
  • 58% of total notional was executed On SEF vs. 54%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 18%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 34% and 39%, respectively
  • Both cleared notionals and trade counts decreased 35% and 41%, respectively
  • Both SEF notionals and trade counts were down 34% and 42%, respectively
  • 76% of total notional was cleared vs. 78%
  • 75% of total notional was executed On SEF vs. 74%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending December 1, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
  • Both cleared notionals and trade counts were up 21% and 15%, respectively
  • Both SEF notionals and trade counts increased 17% and 18%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 26% and 17%, respectively
  • Both cleared notionals and trade counts were down 28% and 16%, respectively
  • Both SEF notionals and trade counts decreased 38% and 16%, respectively
  • 86% of total notional was cleared vs. 89%
  • 49% of total notional was executed On SEF vs. 59%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 5% and 17%, respectively
  • Both cleared notionals and trade counts decreased 6% and 17%, respectively
  • Both SEF notionals and trade counts decreased 6% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • CDS notionals were up 9%, while trade counts were down 9%
  • Cleared notionals increased 21%, while trade counts decreased 6%
  • SEF notionals were up 19%, while trade counts decreased 7%
  • 83% of total notional was cleared vs. 75%
  • 80% of total notional was executed On SEF vs. 73%

 

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending November 24, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 23% and 16%, respectively
  • Both SEF notionals and trade counts increased 19% and 19%
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 13%, while trade counts decreased 6%
  • Cleared notionals were up 20%, while trade counts were down 1%
  • Both SEF notionals and trade counts increased 26% and 6%, respectively
  • 88% of total notional was cleared vs. 84%
  • 58% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 5% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 17%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • CDS notionals were up 6%, while trade counts were down 15%
  • Cleared notionals increased 11%, while trade counts decreased 17%
  • SEF notionals were up 9%, while trade counts decreased 17%
  • 83% of total notional was cleared vs. 79%
  • 78% of total notional was executed On SEF vs. 75%

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending November 17, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 23% and 16%, respectively
  • Both SEF notionals and trade counts increased 18% and 19%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 10%, while trade counts decreased 20%  
  • Cleared notionals were up 15%, while trade counts were down 16%
  • SEF notionals increased 23%, while trade counts decreased 12%
  • 87% of total notional was cleared vs. 83%
  • 61% of total notional was executed On SEF vs. 54%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 5% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 17%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • CDS notionals were up 2%, while trade counts were down 14%
  • Cleared notionals increased 7%, while trade counts decreased 10%
  • SEF notionals were up 12%, while trade counts decreased 6%
  • 83% of total notional was cleared vs. 79%
  • 79% of total notional was executed On SEF vs. 72%

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending November 10, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 34% and 6%, respectively
  • Both cleared notionals and trade counts were up 39% and 17%, respectively
  • Both SEF notionals and trade counts increased 69% and 22%, respectively
  • 88% of total notional was cleared vs. 85%
  • 59% of total notional was executed On SEF vs. 47%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 18%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both CDS notionals were and trade counts were down 9% and 19%, respectively
  • Both cleared notionals and trade counts were down 7% and 18%, respectively
  • Both SEF notionals and trade counts decreased 5% and 18%, respectively
  • 85% of total notional was cleared vs. 83%

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending November 3, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 17% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 26% and 12%, respectively
  • Both cleared notionals and trade counts were up 30% and 20%, respectively
  • Both SEF notionals and trade counts increased 28% and 24%, respectively
  • 87% of total notional was cleared vs. 84%
  • 52% of total notional was executed On SEF, flat with last year

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 17%, respectively
  • Both cleared notionals and trade counts decreased 8% and 17%, respectively
  • Both SEF notionals and trade counts decreased 8% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both CDS notionals were and trade counts were up 3% and 21%, respectively
  • Cleared notionals were up 4%, while trade counts were down 23%
  • SEF notionals increased 1%, while trade counts decreased 24%
  • 82% of total notional was cleared vs. 76%
  • 76% of total notional was executed On SEF vs. 74%

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Oct 20, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 17% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 37% and 32%, respectively
  • Both cleared notionals and trade counts were up 47%
  • Both SEF notionals and trade counts increased 64% and 51%, respectively
  • 88% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 51%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 7% and 17%, respectively
  • Both cleared notionals and trade counts decreased 9% and 18%, respectively
  • Both SEF notionals and trade counts decreased 9% and 20%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both CDS notionals were and trade counts were down 2% and 17%, respectively
  • Both cleared notionals and trade counts decreased 8% and 20%, respectively
  • Both SEF notionals and trade counts decreased 5% and 19%, respectively
  • 74% of total notional was cleared vs. 79%
  • 67% of total notional was executed On SEF vs. 69%

 

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Oct 13, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 22% and 16%, respectively
  • Both SEF notionals and trade counts increased 16% and 19%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 8% and 1%, respectively
  • Cleared notionals decreased 5%, while trade counts were up 8%
  • SEF notionals decreased 3% ,while trade counts increased 9%
  • 85% of total notional was cleared vs. 82%
  • 53% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 7% and 17%, respectively
  • Both cleared notionals and trade counts decreased 9% and 18%, respectively
  • Both SEF notionals and trade counts decreased 9% and 20%, respectively
  • 80% of total notional was cleared vs. 82%
  • 75% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 19%, while trade counts were down 11%
  • Cleared notionals increased 14%, while trade counts decreased 15%
  • SEF notionals increased 17%, while trade counts decreased 14%
  • 81% of total notional was cleared vs. 84%
  • 78% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Oct 6, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 15% and 5%, respectively
  • Both cleared notionals and trade counts were up 20% and 14%, respectively
  • Both SEF notionals and trade counts increased 15% and 17%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 12% and 6%, respectively
  • Both cleared notionals and trade counts were up 17% and 16%, respectively
  • Both SEF notionals and trade counts increased 8% and 20%, respectively
  • 86% of total notional was cleared vs. 82%
  • 49% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 9% and 19%, respectively
  • Both cleared notionals and trade counts decreased 11% and 19%, respectively
  • Both SEF notionals and trade counts decreased 11% and 21%, respectively
  • 80% of total notional was cleared vs. 82%
  • 75% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 44% and 9%, respectively
  • Both cleared notionals and trade counts increased 40% and 5%, respectively
  • Both SEF notionals and trade counts increased 39% and 4%, respectively
  • 81% of total notional was cleared vs. 84%
  • 76% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sept 29, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 11% and 12%, respectively
  • Both cleared notionals and trade counts were up 13% and 18%, respectively
  • Both SEF notionals and trade counts increased 14% and 17%, respectively
  • 88% of total notional was cleared vs. 86%
  • 57% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 8% and 18%, respectively
  • Both cleared notionals and trade counts decreased 10% and 19%, respectively
  • Both SEF notionals and trade counts decreased 10% and 20%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 14%, while trade counts were down 12%
  • Cleared notionals increased 8%, while trade counts decreased 16%
  • SEF notionals increased 11%, while trade counts decreased 15%
  • 84% of total notional was cleared vs. 89%
  • 80% of total notional was executed On SEF vs. 82%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sept 22, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
  • Both cleared notionals and trade counts were up 24% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

 

 

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 19% and 6%, respectively
  • Both cleared notionals and trade counts were up 25% and 18%, respectively
  • Both SEF notionals and trade counts increased 7% and 11%, respectively
  • 89% of total notional was cleared vs. 84%
  • 49% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 9% and 18%, respectively
  • Both cleared notionals and trade counts decreased 11% and 19%, respectively
  • Both SEF notionals and trade counts decreased 11% and 21%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 4%, while trade counts were down 10%
  • Cleared notionals increased 3%, while trade counts decreased 12%
  • SEF notionals increased 5%, while trade counts decreased 12%
  • 83% of total notional was cleared vs. 84%
  • 75% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sept 15, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
  • Both cleared notionals and trade counts were up 24% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 45% and 14%, respectively
  • Both cleared notionals and trade counts were up 49% and 19%, respectively
  • Both SEF notionals and trade counts increased 44% and 15%, respectively
  • 89% of total notional was cleared vs. 86%
  • 56% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 10% and 18%, respectively
  • Both cleared notionals and trade counts decreased 12% and 19%, respectively
  • Both SEF notionals and trade counts decreased 12% and 21%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 17% and 41%, respectively
  • Both cleared notionals and trade counts decreased 21% and 41%, respectively
  • Both SEF notionals and trade counts decreased 20% and 40%, respectively
  • 80% of total notional was cleared vs. 85%
  • 76% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sept 8, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 17% and 20%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 61% and 23%, respectively
  • Both cleared notionals and trade counts were up 71% and 39%, respectively
  • Both SEF notionals and trade counts increased 66% and 39%, respectively
  • 88% of total notional was cleared vs. 83%
  • 53% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 9% and 18%, respectively
  • Both cleared notionals and trade counts decreased 11% and 18%, respectively
  • Both SEF notionals and trade counts decreased 12% and 20%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 24% and 11%, respectively
  • Both cleared notionals and trade counts increased 25% and 13%, respectively
  • Both SEF notionals and trade counts increased 28% and 15%, respectively
  • 83% of total notional was cleared, flat with last year
  • 80% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sept 1, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 7%, respectively
  • Both cleared notionals and trade counts were up 22% and 16%, respectively
  • Both SEF notionals and trade counts increased 16% and 20%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 16% and 5%, respectively
  • Both cleared notionals and trade counts were down 16% and 1%, respectively
  • Both SEF notionals and trade counts decreased 12% and 3%, respectively
  • 85% of total notional was cleared, flat with last year
  • 57% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 10% and 18%, respectively
  • Both cleared notionals and trade counts decreased 12% and 19%, respectively
  • Both SEF notionals and trade counts decreased 12% and 21%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 39% and 18%, respectively
  • Both cleared notionals and trade counts increased 59% and 34%, respectively
  • Both SEF notionals and trade counts increased 68% and 37%, respectively
  • 83% of total notional was cleared vs. 73%
  • 80% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending August 25, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 23% and 16%, respectively
  • Both SEF notionals and trade counts increased 17% and 20%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 9% and 8%, respectively
  • Cleared notionals were down 8%, while trade counts were up 5%
  • Both SEF notionals and trade counts decreased 12% and 1%, respectively
  • 86% of total notional was cleared vs. 85%
  • 54% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 11% and 19%, respectively
  • Both cleared notionals and trade counts decreased 13% and 19%, respectively
  • Both SEF notionals and trade counts decreased 13% and 22%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 68% and 36%, respectively
  • Both cleared notionals and trade counts increased 79% and 48%, respectively
  • Both SEF notionals and trade counts increased 77% and 47%, respectively
  • 79% of total notional was cleared vs. 75%
  • 71% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Aug 18 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 24% and 16%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals decreased 3%, while trade counts increased 2%
  • Cleared notionals were down 3%, while trade counts were up 7%
  • SEF notionals decreased 2%, while trade counts increased 15%
  • 85% of total notional was cleared vs. 84%
  • 53% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 12% and 20%, respectively
  • Both cleared notionals and trade counts decreased 14% and 20%, respectively
  • Both SEF notionals and trade counts decreased 14% and 23%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 68% and 53%, respectively
  • Both cleared notionals and trade counts increased 99% and 79%, respectively
  • Both SEF notionals and trade counts increased 117% and 84%, respectively
  • 82% of total notional was cleared vs. 69%
  • 75% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Aug 11 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
  • Both cleared notionals and trade counts were up 24% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 21%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals decreased 16%, while trade counts increased 5%
  • Cleared notionals were down 17%, while trade counts were up 15%
  • SEF notionals decreased 18%, while trade counts increased 13%
  • 84% of total notional was cleared vs. 86%
  • 53% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 13% and 21%, respectively
  • Both cleared notionals and trade counts decreased 16% and 22%, respectively
  • Both SEF notionals and trade counts decreased 16% and 24%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 187% and 116%, respectively
  • Both cleared notionals and trade counts increased 202% and 137%, respectively
  • Both SEF notionals and trade counts increased 231% and 151%, respectively
  • 81% of total notional was cleared vs. 77%
  • 77% of total notional was executed On SEF vs. 67%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Aug 4 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 19% and 8%, respectively
  • Both cleared notionals and trade counts were up 26% and 17%, respectively
  • Both SEF notionals and trade counts increased 19% and 21%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 10% and 9%, respectively
  • Cleared notionals were down 5%, while  trade counts were up 1%
  • Both SEF notionals and trade counts increased 14% and 6%, respectively
  • 87% of total notional was cleared vs. 83%
  • 62% of total notional was executed On SEF vs. 49%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 16% and 23%, respectively
  • Both cleared notionals and trade counts decreased 19% and 24%, respectively
  • Both SEF notionals and trade counts decreased 19% and 27%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 16% and 34%, respectively
  • Both cleared notionals and trade counts decreased 22% and 33%, respectively
  • Both SEF notionals and trade counts decreased 22% and 36%, respectively
  • 78% of total notional was cleared vs. 84%
  • 73% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 28 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 20% and 8%, respectively
  • Both cleared notionals and trade counts were up 27% and 17%, respectively
  • Both SEF notionals and trade counts increased 20% and 21%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 4% and 16%, respectively
  • Both cleared notionals and trade counts were up 6% and 30%, respectively
  • Both SEF notionals and trade counts increased 1% and 32%, respectively
  • 88% of total notional was cleared vs. 86%
  • 56% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 16% and 23%, respectively
  • Both cleared notionals and trade counts decreased 18% and 24%, respectively
  • Both SEF notionals and trade counts decreased 19% and 26%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 5% and 18%, respectively
  • Both cleared notionals and trade counts decreased 11% and 23%, respectively
  • Both SEF notionals and trade counts decreased 11% and 23%, respectively
  • 75% of total notional was cleared vs. 80%
  • 69% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 21 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
  • Both cleared notionals and trade counts were up 28% and 17%, respectively
  • Both SEF notionals and trade counts increased 20% and 21%, respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 5% and 4%, respectively
  • Both cleared notionals and trade counts were up 9% and 13%, respectively
  • Both SEF notionals and trade counts increased 8% and 13%, respectively
  • 87% of total notional was cleared vs. 84%
  • 59% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 16% and 23%, respectively
  • Both cleared notionals and trade counts decreased 19% and 24%, respectively
  • Both SEF notionals and trade counts decreased 19% and 26%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Overall CDS notionals increased 12%, while trade counts were down 8%
  • Both cleared notionals and trade counts increased 17% and 1%, respectively
  • Both SEF notionals and trade counts increased 23% and 3%, respectively
  • 79% of total notional was cleared vs. 76%
  • 71% of total notional was executed On SEF vs. 64%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 14 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
  • Both cleared notionals and trade counts were up 28% and 17%, respectively
  • Both SEF notionals and trade counts increased 21%
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
  • Both cleared notionals and trade counts were up 29% and 19%, respectively
  • Both SEF notionals and trade counts increased 33% and 24%, respectively
  • 88% of total notional was cleared vs. 83%
  • 56% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 17% and 23%, respectively
  • Both cleared notionals and trade counts decreased 19% and 25%, respectively
  • Both SEF notionals and trade counts decreased 20% and 27%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 14% and 30%, respectively
  • Both cleared notionals and trade counts decreased 14% and 19%, respectively
  • Both SEF notionals and trade counts decreased 10% and 19%, respectively
  • 81% of total notional was cleared, flat with last year
  • 77% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 7 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 21% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 17% respectively
  • Both SEF notionals and trade counts increased 20% and 21% respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 38% and 17% respectively
  • Both cleared notionals and trade counts were up 49% and 33% respectively
  • Both SEF notionals and trade counts increased 40% and 36% respectively
  • 86% of total notional was cleared vs. 80%
  • 47% of total notional was executed On SEF vs. 46%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 25% respectively
  • Both SEF notionals and trade counts decreased 20% and 27% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 10% and 12% respectively
  • Both cleared notionals and trade counts decreased 12% and 3% respectively
  • Both SEF notionals and trade counts decreased 12% and 17% respectively
  • 81% of total notional was cleared vs. 83%
  • 75% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 30 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 21% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 17% respectively
  • Both SEF notionals and trade counts increased 20% and 21% respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 30% and 21% respectively
  • Both cleared notionals and trade counts were down 29% and 19% respectively
  • Both SEF notionals and trade counts decreased 46% and 20% respectively
  • 89% of total notional was cleared vs. 88%
  • 43% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 19% and 25% respectively
  • Both SEF notionals and trade counts decreased 20% and 27% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 43% and 48% respectively
  • Both cleared notionals and trade counts decreased 40% and 44% respectively
  • Both SEF notionals and trade counts decreased 40% and 44% respectively
  • 86% of total notional was cleared vs. 82%
  • 83% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 23 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 21% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 16% respectively
  • Both SEF notionals and trade counts increased 21%
  • 88% of total notional was cleared vs. 83%
  • 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 31% and 21% respectively
  • Both cleared notionals and trade counts were up 34% and 33% respectively
  • Both SEF notionals and trade counts increased 39% and 34% respectively
  • 89% of total notional was cleared vs. 86%
  • 57% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 25% respectively
  • Both SEF notionals and trade counts decreased 21% and 28% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 6% and 15% respectively
  • Both cleared notionals and trade counts decreased 4% and 13% respectively
  • Both SEF notionals and trade counts decreased 6% and 19% respectively
  • 82% of total notional was cleared vs. 80%
  • 75% of total notional was executed On SEF, flat with last year

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 16 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 21% and 7% respectively
  • Both cleared notionals and trade counts were up 28% and 16% respectively
  • Both SEF notionals and trade counts increased 20%
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 5% and 6% respectively
  • Both cleared notionals and trade counts were down 6% and 5% respectively
  • SEF notionals decreased 7% while trade counts increased 15%
  • 87% of total notional was cleared vs. 88%
  • 50% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 21% and 26% respectively
  • Both SEF notionals and trade counts decreased 21% and 28% respectively
  • 78% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 47%
  • Both cleared notionals and trade counts decreased 47% and 50% respectively
  • Both SEF notionals and trade counts decreased 47% and 51% respectively
  • 78% of total notional was cleared vs. 79%
  • 72% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 9 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 22% and 8% respectively
  • Both cleared notionals and trade counts were up 30% and 17% respectively
  • Both SEF notionals and trade counts increased 21%
  • 88% of total notional was cleared vs. 83%
  • 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 70% and 16% respectively
  • Both cleared notionals and trade counts were up 85% and 27% respectively
  • Both SEF notionals and trade counts increased 93% and 32% respectively
  • 93% of total notional was cleared vs. 85%
  • 67% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 16% and 22% respectively
  • Both cleared notionals and trade counts decreased 19% and 25% respectively
  • Both SEF notionals and trade counts decreased 20% and 27% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 2% and 7% respectively
  • Both cleared notionals and trade counts decreased 2% and 7% respectively
  • SEF notionals increased 2%, while trade counts decreased 7%
  • 77% of total notional was cleared, flat with last year
  • 73% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 2 , 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 20% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 16% respectively
  • Both SEF notionals and trade counts increased 18% and 20% respectively
  • 88% of total notional was cleared vs. 82%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 17% and 6% respectively
  • Both cleared notionals and trade counts were up 25% and 15% respectively
  • Both SEF notionals and trade counts increased 7% and 8% respectively
  • 89% of total notional was cleared vs. 83%
  • 50% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 16% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 25% respectively
  • Both SEF notionals and trade counts decreased 21% and 27% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 17% and 7% respectively
  • Both cleared notionals and trade counts increased 13% and 4% respectively
  • Both SEF notionals and trade counts increased 13% and 1% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 26, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 20% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 17% respectively
  • Both SEF notionals and trade counts increased 18% and 21% respectively
  • 87% of total notional was cleared vs. 82%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Overall interest rate notionals decreased 5%, while trade counts increased 1%
  • Cleared notionals were down 2%, while trade counts were up 10%
  • SEF notionals decreased 11%, while trade counts increased 8%
  • 89% of total notional was cleared vs. 86%
  • 59% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 26% respectively
  • Both SEF notionals and trade counts decreased 21% and 28% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 14% and 30% respectively
  • Both cleared notionals and trade counts decreased 18% and 31% respectively
  • Both SEF notionals and trade counts decreased 23% and 34% respectively
  • 76% of total notional was cleared vs. 79%
  • 67% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 19, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 21% and 7% respectively
  • Both cleared notionals and trade counts were up 29% and 16% respectively
  • Both SEF notionals and trade counts increased 20%
  • 87% of total notional was cleared vs. 82%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Overall interest rate notionals decreased 7%, while trade counts increased 16%
  • Both cleared notionals and trade counts were up 8% and 28% respectively
  • SEF notionals decreased 4%, while trade counts increased 25%
  • 86% of total notional was cleared vs. 74%
  • 54% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 17% and 24% respectively
  • Both cleared notionals and trade counts decreased 21% and 26% respectively
  • Both SEF notionals and trade counts decreased 22% and 28% respectively
  • 79% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 57% and 28% respectively
  • Both cleared notionals and trade counts increased 59% and 33% respectively
  • Both SEF notionals and trade counts increased 49% and 19% respectively
  • 82% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 12, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 23% and 7% respectively
  • Both cleared notionals and trade counts were up 30% and 15% respectively
  • Both SEF notionals and trade counts increased 21% and 20% respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Overall interest rate notionals and trade counts increased 19% and 9% respectively
  • Both cleared notionals and trade counts were up 25% and 22% respectively
  • Both SEF notionals and trade counts increased 9% and 27% respectively
  • 90% of total notional was cleared vs. 85%
  • 60% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 20% and 26% respectively
  • Both cleared notionals and trade counts decreased 24% and 29% respectively
  • Both SEF notionals and trade counts decreased 24% and 30% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 4% and 24% respectively
  • Both cleared notionals and trade counts decreased 12% and 25% respectively
  • Both SEF notionals and trade counts decreased 12% and 27% respectively
  • 76% of total notional was cleared vs. 83%
  • 72% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 5, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 22% and 6% respectively
  • Both cleared notionals and trade counts were up 29% and 14% respectively
  • Both SEF notionals and trade counts increased 21% and 19% respectively
  • 87% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 55%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 8% but trade counts decreased 2%
  • Both cleared notionals and trade counts were up 11% and 4% respectively
  • Both SEF notionals and trade counts increased 30% and 24% respectively
  • 88% of total notional was cleared vs. 85%
  • 52% of total notional was executed On SEF vs. 44%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 21% and 27% respectively
  • Both cleared notionals and trade counts decreased 25% and 29% respectively
  • Both SEF notionals and trade counts decreased 25% and 31% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 23% and 29% respectively
  • Both cleared notionals and trade counts decreased 30% and 31% respectively
  • Both SEF notionals and trade counts decreased 31% and 33% respectively
  • 76% of total notional was cleared vs. 83%
  • 72% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 28, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 23% and 6% respectively
  • Both cleared notionals and trade counts were up 31% and 15% respectively
  • Both SEF notionals and trade counts increased 21% and 19% respectively
  • 87% of total notional was cleared vs. 82%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 21% and 12% respectively
  • Both cleared notionals and trade counts were up 28% and 24% respectively
  • Both SEF notionals and trade counts increased 3% and 27% respectively
  • 85% of total notional was cleared vs. 81%
  • 49% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 21% and 26% respectively
  • Both cleared notionals and trade counts decreased 24% and 29% respectively
  • Both SEF notionals and trade counts decreased 25% and 31% respectively
  • 79% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 40% and 9% respectively
  • Both cleared notionals and trade counts increased 33% and 10% respectively
  • Both SEF notionals and trade counts increased 34% and 7% respectively
  • 79% of total notional was cleared vs. 83%
  • 73% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 21, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 24% and 6% respectively
  • Both cleared notionals and trade counts were up 31% and 14% respectively
  • Both SEF notionals and trade counts increased 22% and 18% respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 8% and 10% respectively
  • Both cleared notionals and trade counts were down 4%
  • SEF notionals decreased 26%, while trade counts increased 8%
  • 89% of total notional was cleared vs. 85%
  • 49% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 24% and 28% respectively
  • Both cleared notionals and trade counts decreased 27% and 31% respectively
  • Both SEF notionals and trade counts decreased 27% and 32% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 11%, while trade counts were down 11%
  • Cleared notionals increased 2%, while trade counts decreased 14%
  • SEF notionals increased 3%, while trade counts decreased 16%
  • 76% of total notional was cleared vs. 82%
  • 70% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 14, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 26% and 7% respectively
  • Both cleared notionals and trade counts were up 34% and 16% respectively
  • Both SEF notionals and trade counts increased 26% and 19% respectively
  • 88% of total notional was cleared vs. 82%
  • 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals remained flat, while trade counts decreased 13%
  • Cleared notionals were up 8%, while trade counts were down 3%
  • Both SEF notionals and trade counts decreased 11% and 5% respectively
  • 89% of total notional was cleared vs. 82%
  • 49% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 25% and 29% respectively
  • Both cleared notionals and trade counts decreased 28% and 32% respectively
  • Both SEF notionals and trade counts decreased 29% and 33% respectively
  • 79% of total notional was cleared vs. 82%
  • 75% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 9% and 19% respectively
  • Both cleared notionals and trade counts decreased 18% and 26% respectively
  • Both SEF notionals and trade counts decreased 17% and 27% respectively
  • 75% of total notional was cleared vs. 83%
  • 71% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 7, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 28% and 8% respectively
  • Both cleared notionals and trade counts were up 36% and 17% respectively
  • Both SEF notionals and trade counts increased 29% and 20% respectively
  • 87% of total notional was cleared vs. 82%
  • 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 20% and 5% respectively
  • Both cleared notionals and trade counts were up 30% and 18% respectively
  • Both SEF notionals and trade counts increased 9% and 15% respectively
  • 86% of total notional was cleared vs. 80%
  • 48% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 26% and 29% respectively
  • Both cleared notionals and trade counts decreased 29% and 32% respectively
  • Both SEF notionals and trade counts decreased 29% and 34% respectively
  • 79% of total notional was cleared vs. 82%
  • 75% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 6% and 18% respectively
  • Both cleared notionals and trade counts decreased 10% and 20% respectively
  • Both SEF notionals and trade counts decreased 10% and 22% respectively
  • 82% of total notional was cleared vs. 85%
  • 78% of total notional was executed On SEF vs. 81%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Mar 31, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 28% and 8% respectively
  • Both cleared notionals and trade counts were up 36% and 17% respectively
  • Both SEF notionals and trade counts increased 30% and 21% respectively
  • 88% of total notional was cleared vs. 83%
  • 57% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 78% and 26% respectively
  • Both cleared notionals and trade counts were up 92% and 37% respectively
  • Both SEF notionals and trade counts increased 108% and 40% respectively
  • 88% of total notional was cleared vs. 81%
  • 56% of total notional was executed On SEF vs. 48%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 27% and 30% respectively
  • Both cleared notionals and trade counts decreased 30% and 33% respectively
  • Both SEF notionals and trade counts decreased 31% and 34% respectively
  • 79% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 9% and 6% respectively
  • Both cleared notionals and trade counts increased 11% and 6% respectively
  • Both SEF notionals and trade counts increased 8% and 3% respectively
  • 85% of total notional was cleared vs. 83%
  • 75% of total notional was executed On SEF vs.78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Mar 24, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 25% and 7% respectively
  • Both cleared notionals and trade counts were up 32% and 15% respectively
  • Both SEF notionals and trade counts increased 26% and 19% respectively
  • 87% of total notional was cleared vs. 83%
  • 57% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 48% and 26% respectively
  • Both cleared notionals and trade counts were up 50% and 30% respectively
  • Both SEF notionals and trade counts increased 53% and 69% respectively
  • 87% of total notional was cleared vs. 86%
  • 59% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 30% and 33% respectively
  • Both cleared notionals and trade counts decreased 33% and 36% respectively
  • Both SEF notionals and trade counts decreased 34% and 37% respectively
  • 78% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 47% and 39% respectively
  • Both cleared notionals and trade counts increased 52% and 45% respectively
  • Both SEF notionals and trade counts increased 47% and 42% respectively
  • 83% of total notional was cleared vs. 81%
  • 77% of total notional was executed On SEF, flat with last year

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Mar 17, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 23% and 6% respectively
  • Both cleared notionals and trade counts were up 31% and 14% respectively
  • Both SEF notionals and trade counts increased 24% and 16% respectively
  • 88% of total notional was cleared vs. 82%
  • 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 16% and 7% respectively
  • Both cleared notionals and trade counts were up 20% and 15% respectively
  • Both SEF notionals and trade counts increased 10% and 19% respectively
  • 86% of total notional was cleared vs. 83%
  • 51% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 38%
  • Both cleared notionals and trade counts decreased 42% and 41% respectively
  • Both SEF notionals and trade counts decreased 42%
  • 77% of total notional was cleared vs. 81%
  • 73% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 6% and 7% respectively
  • Both cleared notionals and trade counts decreased 10% and 9% respectively
  • Both SEF notionals and trade counts decreased 12% and 11% respectively
  • 79% of total notional was cleared vs. 83%
  • 73% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Mar 10, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 24% and 5% respectively
  • Both cleared notionals and trade counts were up 32% and 14% respectively
  • Both SEF notionals and trade counts increased 25% and 16% respectively
  • 88% of total notional was cleared vs. 82%
  • 57% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 64% and 14% respectively
  • Both cleared notionals and trade counts were up 77% and 18% respectively
  • Both SEF notionals and trade counts increased 60% and 33% respectively
  • 88% of total notional was cleared vs. 82%
  • 54% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 41% and 40% respectively
  • Both cleared notionals and trade counts decreased 44%
  • Both SEF notionals and trade counts decreased 44% and 45% respectively
  • 77% of total notional was cleared vs. 81%
  • 73% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 31% and 24% respectively
  • Both cleared notionals and trade counts decreased 33% and 27% respectively
  • Both SEF notionals and trade counts decreased 32% and 28% respectively
  • 81% of total notional was cleared vs. 83%
  • 79% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Mar 3, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 20% and 4% respectively
  • Both cleared notionals and trade counts were up 28% and 13% respectively
  • Both SEF notionals and trade counts increased 22% and 14% respectively
  • 88% of total notional was cleared vs. 82%
  • 57% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 45% and 14% respectively
  • Both cleared notionals and trade counts were up 57% and 25% respectively
  • Both SEF notionals and trade counts increased 30% and 25% respectively
  • 91% of total notional was cleared vs. 84%
  • 52% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 42%
  • Both cleared notionals and trade counts decreased 45% and 46% respectively
  • Both SEF notionals and trade counts decreased 46% and 47% respectively
  • 76% of total notional was cleared vs. 81%
  • 72% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 28% and 24% respectively
  • Both cleared notionals and trade counts decreased 30% and 29% respectively
  • Both SEF notionals and trade counts decreased 32% and 30% respectively
  • 75% of total notional was cleared vs. 77%
  • 71% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Feb 24, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 3% respectively
  • Both cleared notionals and trade counts were up 23% and 12% respectively
  • Both SEF notionals and trade counts increased 20% and 12% respectively
  • 87% of total notional was cleared vs. 82%
  • 58% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 4%, while trade counts decreased 9%
  • Cleared notionals were up 6%, while trade counts were down 3%
  • Both SEF notionals and trade counts decreased 5% and 3% respectively
  • 87% of total notional was cleared vs. 85%
  • 52% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 43% and 44% respectively
  • Both cleared notionals and trade counts decreased 47%
  • Both SEF notionals and trade counts decreased 47% and 48% respectively
  • 76% of total notional was cleared vs. 81%
  • 72% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 40% and 46% respectively
  • Both cleared notionals and trade counts decreased 40% and 46% respectively
  • Both SEF notionals and trade counts decreased 41% and 47% respectively
  • 77% of total notional was cleared vs. 78%
  • 74% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Feb 17, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 18% and 5% respectively
  • Both cleared notionals and trade counts were up 26% and 14% respectively
  • Both SEF notionals and trade counts increased 24% and 15% respectively
  • 87% of total notional was cleared vs. 82%
  • 59% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 56% and 4% respectively
  • Both cleared notionals and trade counts were up 70% and 15% respectively
  • Both SEF notionals and trade counts increased 50% and 24% respectively
  • 88% of total notional was cleared vs. 81%
  • 52% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 43% and 44% respectively
  • Both cleared notionals and trade counts decreased 48%
  • Both SEF notionals and trade counts decreased 48%
  • 76% of total notional was cleared vs. 82%
  • 72% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 30% and 37% respectively
  • Both cleared notionals and trade counts decreased 32% and 38% respectively
  • Both SEF notionals and trade counts decreased 32% and 39% respectively
  • 77% of total notional was cleared vs. 79%
  • 73% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Feb 10, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 11% and 2% respectively
  • Both cleared notionals and trade counts were up 19% and 11% respectively
  • Both SEF notionals and trade counts increased 19% and 11% respectively
  • 87% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 57%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 12%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 21% and 6% respectively
  • Both SEF notionals and trade counts increased 42% and 11% respectively
  • 88% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 48%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 47%
  • Both cleared notionals and trade counts decreased 52% and 51% respectively
  • Both SEF notionals and trade counts decreased 52% and 51% respectively
  • 76% of total notional was cleared vs. 82%
  • 72% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 51% and 54% respectively
  • Both cleared notionals and trade counts decreased 52% and 56% respectively
  • Both SEF notionals and trade counts decreased 52% and 57% respectively
  • 80% of total notional was cleared vs. 82%
  • 77% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Feb 3, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 11% and 3% respectively
  • Both cleared notionals and trade counts were up 18% and 12% respectively
  • Both SEF notionals and trade counts increased 15% and 11% respectively
  • 87% of total notional was cleared vs. 82%
  • 60% of total notional was executed On SEF vs. 58%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 18% and 1% respectively
  • Both cleared notionals and trade counts were up 27% and 9% respectively
  • Both SEF notionals and trade counts increased 29% and 9% respectively
  • 88% of total notional was cleared vs. 83%
  • 61% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 46% and 45% respectively
  • Both cleared notionals and trade counts decreased 51% and 49% respectively
  • Both SEF notionals and trade counts decreased 52% and 50% respectively
  • 75% of total notional was cleared vs. 82%
  • 70% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 47% and 46% respectively
  • Both cleared notionals and trade counts decreased 51% and 52% respectively
  • Both SEF notionals and trade counts decreased 53%
  • 78% of total notional was cleared vs. 84%
  • 73% of total notional was executed On SEF vs. 81%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Jan 27, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 9% and 3% respectively
  • Both cleared notionals and trade counts were up 16% and 13% respectively
  • Both SEF notionals and trade counts increased 11%
  • 86% of total notional was cleared vs. 81%
  • 60% of total notional was executed On SEF vs. 59%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 7%, while trade counts remained flat
  • Both cleared notionals and trade counts were up 14% and 13% respectively
  • Both SEF notionals and trade counts increased 10% and 14% respectively
  • 87% of total notional was cleared vs. 82%
  • 62% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 46% and 45% respectively
  • Both cleared notionals and trade counts decreased 51% and 48% respectively
  • Both SEF notionals and trade counts decreased 51% and 49% respectively
  • 74% of total notional was cleared vs. 82%
  • 69% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 37% and 34% respectively
  • Both cleared notionals and trade counts decreased 44% and 40% respectively
  • Both SEF notionals and trade counts decreased 43% and 41% respectively
  • 72% of total notional was cleared vs. 81%
  • 69% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Jan 20, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 9% and 4% respectively
  • Both cleared notionals and trade counts were up 16% and 14% respectively
  • Both SEF notionals and trade counts increased 11% and 10% respectively
  • 86% of total notional was cleared vs. 81%
  • 59% of total notional was executed On SEF vs. 58%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 6% and 11% respectively
  • Both cleared notionals and trade counts were up 14% and 22% respectively
  • Both SEF notionals and trade counts increased 1% and 22% respectively
  • 86% of total notional was cleared vs. 80%
  • 56% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 48%
  • Both cleared notionals and trade counts decreased 53% and 50% respectively
  • Both SEF notionals and trade counts decreased 54% and 51% respectively
  • 74% of total notional was cleared vs. 82%
  • 70% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 61%
  • Both cleared notionals and trade counts decreased 66% and 61% respectively
  • Both SEF notionals and trade counts decreased 66% and 62% respectively
  • 71% of total notional was cleared vs. 81%
  • 65% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Jan 13, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 11% and 1% respectively
  • Both cleared notionals and trade counts were up 17% and 10% respectively
  • Both SEF notionals and trade counts increased 16% and 5% respectively
  • 86% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 59%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 24%, while trade counts decreased 4%
  • Both cleared notionals and trade counts were up 34% and 5% respectively
  • Both SEF notionals and trade counts increased 42% and 5% respectively
  • 88% of total notional was cleared vs. 81%
  • 66% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 40%
  • Both cleared notionals and trade counts decreased 46% and 44% respectively
  • Both SEF notionals and trade counts decreased 46% and 45% respectively
  • 75% of total notional was cleared vs. 83%
  • 71% of total notional was executed On SEF vs. 80%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 59% and 54% respectively
  • Both cleared notionals and trade counts decreased 64% and 58% respectively
  • Both SEF notionals and trade counts decreased 64% and 58% respectively
  • 74% of total notional was cleared vs. 84%
  • 71% of total notional was executed On SEF vs. 81%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Jan 6, 2017

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts decreased 12% and 8% respectively
  • Cleared notionals were down 9%, while trade counts remained flat
  • Both SEF notionals and trade counts decreased 12% and 7% respectively
  • 85% of total notional was cleared vs. 82%
  • 59% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 12% and 8% respectively
  • Cleared notionals were down 9%, while trade counts remained flat
  • Both SEF notionals and trade counts decreased 12% and 7% respectively
  • 85% of total notional was cleared vs. 82%
  • 59% of total notional was executed On SEF, flat with last year

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 25% and 33% respectively
  • Both cleared notionals and trade counts decreased 31% and 38% respectively
  • Both SEF notionals and trade counts decreased 32% and 39% respectively
  • 76% of total notional was cleared vs. 83%
  • 71% of total notional was executed On SEF vs. 79%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 25% and 33% respectively
  • Both cleared notionals and trade counts decreased 31% and 38% respectively
  • Both SEF notionals and trade counts decreased 32% and 39% respectively
  • 76% of total notional was cleared vs. 83%
  • 71% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Dec 16, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 3% respectively
  • Both cleared notionals and trade counts were up 24% and 13% respectively
  • Both SEF notionals and trade counts increased 11% and 8% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 20% and 36% respectively
  • Both cleared notionals and trade counts were up 27% and 50% respectively
  • Both SEF notionals and trade counts increased 19% and 45% respectively
  • 87% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 1% and 5% respectively
  • Both cleared notionals and trade counts increased 3% and 6% respectively
  • Both SEF notionals and trade counts increased 6% and 8% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 37% and 33% respectively
  • Both cleared notionals and trade counts were down 41% and 37% respectively
  • Both SEF notionals and trade counts decreased 40% and 38% respectively
  • 74% of total notional was cleared vs. 79%
  • 71% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Dec 9, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 3% respectively
  • Both cleared notionals and trade counts were up 24% and 12% respectively
  • Both SEF notionals and trade counts increased 10% and 7% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 22% and 9% respectively
  • Cleared notionals were down 16%, while trade counts were flat
  • Both SEF notionals and trade counts decreased 26% and 1% respectively
  • 86% of total notional was cleared vs. 80%
  • 55% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 2% and 6% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • Both SEF notionals and trade counts increased 7% and 9% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 3% and 11% respectively
  • Both cleared notionals and trade counts were down 9% and 13% respectively
  • Both SEF notionals and trade counts decreased 10% and 15% respectively
  • 77% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Dec 2, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 3% respectively
  • Both cleared notionals and trade counts were up 25% and 12% respectively
  • Both SEF notionals and trade counts increased 11% and 7% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 53% and 31% respectively
  • Both cleared notionals and trade counts were up 69% and 42% respectively
  • Both SEF notionals and trade counts increased 42% and 31% respectively
  • 89% of total notional was cleared vs. 81%
  • 59% of total notional was executed On SEF vs. 64%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 2% and 6% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • Both SEF notionals and trade counts increased 7% and 10% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 25% and 26% respectively
  • Both cleared notionals and trade counts were down 29% and 28% respectively
  • Both SEF notionals and trade counts decreased 35%
  • 79% of total notional was cleared vs. 78%
  • 72% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Nov 18, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 2% respectively
  • Both cleared notionals and trade counts were up 24% and 11% respectively
  • Both SEF notionals and trade counts increased 11% and 7% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 45% and 49% respectively
  • Both cleared notionals and trade counts were up 50% and 63% respectively
  • Both SEF notionals and trade counts increased 25% and 47% respectively
  • 82% of total notional was cleared vs. 80%
  • 54% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 2% and 7% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • Both SEF notionals and trade counts increased 8% and 11% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 27% and 19% respectively
  • Both cleared notionals and trade counts were up 29%
  • Both SEF notionals and trade counts increased 16% and 11% respectively
  • 79% of total notional was cleared vs. 78%
  • 72% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Nov 11, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 15% and 1% respectively
  • Both cleared notionals and trade counts were up 24% and 10% respectively
  • Both SEF notionals and trade counts increased 10% and 6% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 22% and 28% respectively
  • Both cleared notionals and trade counts were up 29% and 33% respectively
  • SEF notionals decreased 9%, while trade counts increased 20%
  • 85% of total notional was cleared vs. 80%
  • 47% of total notional was executed On SEF vs. 62%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 1% and 6% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • Both SEF notionals and trade counts increased 8% and 11% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 63% and 48% respectively
  • Both cleared notionals and trade counts were up 70% and 59% respectively
  • Both SEF notionals and trade counts increased 59% and 50% respectively
  • 83% of total notional was cleared vs. 79%
  • 78% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Nov 4, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 15% and 1% respectively
  • Both cleared notionals and trade counts were up 24% and 10% respectively
  • Both SEF notionals and trade counts increased 11% and 5% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 2% and 3% respectively
  • Cleared notionals remained flat, while trade counts decreased 3%
  • Both SEF notionals and trade counts decreased 8% and 5% respectively
  • 84% of total notional was cleared vs. 82%
  • 52% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Overall CDS notionals remained flat, while trade counts were up 6%
  • Both cleared notionals and trade counts increased 3% and 7% respectively
  • Both SEF notionals and trade counts increased 7% and 10% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 17% and 6% respectively
  • Both cleared notionals and trade counts were up 17% and 19% respectively
  • Both SEF notionals and trade counts increased 14% and 11% respectively
  • 77% of total notional was cleared, flat with last year
  • 74% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Oct 28, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals and trade count increased 16% and 1% respectively
  • Both cleared notionals and trade counts were up 24% and 10% respectively
  • Both SEF notionals and trade counts increased 11% and 6% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 10% and trade counts increased 13%
  • Cleared notionals increased 21% and trade counts increased 20%
  • SEF notionals decreased 5%, while trade counts were up 5%
  • 86% of total notional was cleared vs. 78%
  • 52% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Overall CDS notionals remained flat, while trade counts were up 6%
  • Both cleared notionals and trade counts increased 3% and 7% respectively
  • Both SEF notionals and trade counts increased 7% and 10% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 16% and 15% respectively
  • Cleared notionals were down 4%, while trade count was up 2% respectively
  • SEF notionals decreased 4%, while trade count increased 2% respectively
  • 77% of total notional was cleared vs. 68%
  • 72% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Oct 21, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 16%, while trade counts remained flat
  • Both cleared notionals and trade counts were up 24% and 10% respectively
  • Both SEF notionals and trade counts increased 12% and 6% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 16%, while trade counts decreased 3%
  • Cleared notionals increased 17%, while trade counts decreased 1%
  • Both SEF notionals and trade counts were up 8% and 17% respectively
  • 82% of total notional was cleared vs. 81%
  • 50% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Overall CDS notionals remained flat, while trade counts were up 6%
  • Both cleared notionals and trade counts increased 3% and 7% respectively
  • Both SEF notionals and trade counts increased 7% and 10% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 10% and 20% respectively
  • Both cleared notionals and trade counts were down 11% and 18% respectively
  • Both SEF notionals and trade counts decreased 14% and 19% respectively
  • 79% of total notional was cleared vs. 80%
  • 69% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Oct 14, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 1% respectively
  • Both cleared notionals and trade counts were up 25% and 10% respectively
  • Both SEF notionals and trade counts increased 12% and 6% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 12%, while trade counts decreased 6%
  • Both cleared notionals and trade counts increased 32% and 18% respectively
  • Both SEF notionals and trade counts were up 12%
  • 82% of total notional was cleared vs. 70%
  • 51% of total notional was executed On SEF, flat with last year

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Overall CDS notionals remained flat, while trade counts were up 7%
  • Both cleared notionals and trade counts increased 4% and 7% respectively
  • Both SEF notionals and trade counts increased 7% and 10% respectively
  • 82% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 20% and 22% respectively
  • Both cleared notionals and trade counts were down 18% and 20% respectively
  • Both SEF notionals and trade counts decreased 18% and 21% respectively
  • 83% of total notional was cleared vs. 81%
  • 78% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Oct 7, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 1% respectively
  • Both cleared notionals and trade counts were up 24% and 10% respectively
  • Both SEF notionals and trade counts increased 12% and 5% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 19% and 1% respectively
  • Both cleared notionals and trade counts increased 28% and 3% respectively
  • Both SEF notionals and trade counts were up 24% and 6% respectively
  • 86% of total notional was cleared vs. 80%
  • 61% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 1% and 7% respectively
  • Both cleared notionals and trade counts increased 4% and 8% respectively
  • Both SEF notionals and trade counts increased 8% and 11% respectively
  • 82% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 51% and 46% respectively
  • Both cleared notionals and trade counts were down 52% and 47% respectively
  • Both SEF notionals and trade counts decreased 51% and 47% respectively
  • 84% of total notional was cleared vs. 85%
  • 72% of total notional was executed On SEF, flat with last year

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sep 30, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 1% respectively
  • Both cleared notionals and trade counts were up 25% and 11% respectively
  • Both SEF notionals and trade counts increased 12% and 6% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 48% and 33% respectively
  • Both cleared notionals and trade counts increased 52% and 41% respectively
  • Both SEF notionals and trade counts were up 23% and 37% respectively
  • 84% of total notional was cleared vs. 82%
  • 51% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 3% and 9% respectively
  • Both cleared notionals and trade counts increased 6% and 10% respectively
  • Both SEF notionals and trade counts increased 10% and 13% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 18% and 19% respectively
  • Both cleared notionals and trade counts were down 20% and 24% respectively
  • Both SEF notionals and trade counts decreased 25% and 28% respectively
  • 81% of total notional was cleared vs. 84%
  • 72% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sep 23, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 16%, while trade counts remained flat
  • Both cleared notionals and trade counts were up 24% and 10% respectively
  • Both SEF notionals and trade counts increased 12% and 5% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 39% and 20% respectively
  • Both cleared notionals and trade counts increased 49% and 25% respectively
  • Both SEF notionals and trade counts were up 31% and 21% respectively
  • 84% of total notional was cleared vs. 79%
  • 55% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 4% and 11% respectively
  • Both cleared notionals and trade counts increased 8% and 12% respectively
  • Both SEF notionals and trade counts increased 12% and 15% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Overall CDS notionals increased 5%, while trade counts decreased 1%
  • Cleared notionals were up 5%, while trade counts were down 2%
  • SEF notionals increased 1%, while trade counts decreased 4%
  • 84% of total notional was cleared vs. 85%
  • 75% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sep 16, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 15%, while trade counts remained flat
  • Both cleared notionals and trade counts were up 23% and 10% respectively
  • Both SEF notionals and trade counts increased 11% and 5% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 26% and 22% respectively
  • Both cleared notionals and trade counts increased 32% and 35% respectively
  • Both SEF notionals and trade counts were up 33%
  • 87% of total notional was cleared vs. 82%
  • 57% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 4% and 11% respectively
  • Both cleared notionals and trade counts increased 8% and 12% respectively
  • Both SEF notionals and trade counts increased 13% and 16% respectively
  • 81% of total notional was cleared vs. 78%
  • 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 29% and 53% respectively
  • Both cleared notionals and trade counts were up 38% and 50% respectively
  • Both SEF notionals and trade counts increased 49% and 53% respectively
  • 85% of total notional was cleared vs. 79%
  • 80% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Sep 9, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 15%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 23% and 9% respectively
  • Both SEF notionals and trade counts increased 11% and 4% respectively
  • 83% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 5% and 9% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • SEF notionals were down 10%, while trade counts increased 7%
  • 83% of total notional was cleared vs. 82%
  • 51% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 3% and 10% respectively
  • Both cleared notionals and trade counts increased 7% and 11% respectively
  • Both SEF notionals and trade counts increased 12% and 15% respectively
  • 81% of total notional was cleared vs. 78%
  • 76% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Overall CDS notionals increased 6%, while trade counts decreased 5%
  • Cleared notionals were up 15%, while trade counts were down 3%
  • SEF notionals increased 16%, while trade counts decreased 6%
  • 83% of total notional was cleared vs. 76%
  • 78% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Aug 26, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 15%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 24% and 9% respectively
  • Both SEF notionals and trade counts increased 11% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 27%, while trade counts decreased 1%
  • Cleared notionals increased 40%, while trade counts decreased 1%
  • SEF notionals were up 38%, while trade counts remained flat
  • 85% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 5% and 12% respectively
  • Both cleared notionals and trade counts increased 9% and 13% respectively
  • Both SEF notionals and trade counts increased 13% and 18% respectively
  • 81% of total notional was cleared vs. 78%
  • 76% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 69% and 66% respectively
  • Both cleared notionals and trade counts were down 73% and 69% respectively
  • Both SEF notionals and trade counts decreased 73% and 69% respectively
  • 75% of total notional was cleared vs. 84%
  • 68% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Aug 19, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 15%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 23% and 9% respectively
  • Both SEF notionals and trade counts increased 11% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 43% and 10% respectively
  • Both cleared notionals and trade counts increased 48% and 22% respectively
  • Both SEF notionals and trade counts were up 29% and 12% respectively
  • 84% of total notional was cleared vs. 81%
  • 52% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 8% and 16% respectively
  • Both cleared notionals and trade counts increased 13% and 17% respectively
  • Both SEF notionals and trade counts increased 18% and 22% respectively
  • 81% of total notional was cleared vs. 78%
  • 76% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 33% and 38% respectively
  • Both cleared notionals and trade counts were down 43% and 42% respectively
  • Both SEF notionals and trade counts decreased 42% and 41% respectively
  • 69% of total notional was cleared vs. 81%
  • 58% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Aug 12, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 13%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 22% and 9% respectively
  • Both SEF notionals and trade counts increased 10% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 30% and 4% respectively
  • Both cleared notionals and trade counts increased 36% and 7% respectively
  • SEF notionals were up 8%, while trade counts remained flat
  • 83% of total notional was cleared vs. 79%
  • 49% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 11% and 19% respectively
  • Both cleared notionals and trade counts increased 16% and 21% respectively
  • Both SEF notionals and trade counts increased 22% and 26% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 8% and 15% respectively
  • Both cleared notionals and trade counts were up 13% and 14% respectively
  • Both SEF notionals and trade counts increased 18% and 17% respectively
  • 84% of total notional was cleared vs. 81%
  • 80% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending Aug 5, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 13%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 22% and 9% respectively
  • Both SEF notionals and trade counts increased 10% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 30% and 4% respectively
  • Both cleared notionals and trade counts increased 36% and 7% respectively
  • SEF notionals were up 8%, while trade counts remained flat
  • 83% of total notional was cleared vs. 79%
  • 49% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 11% and 19% respectively
  • Both cleared notionals and trade counts increased 16% and 21% respectively
  • Both SEF notionals and trade counts increased 22% and 26% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 8% and 15% respectively
  • Both cleared notionals and trade counts were up 13% and 14% respectively
  • Both SEF notionals and trade counts increased 18% and 17% respectively
  • 84% of total notional was cleared vs. 81%
  • 80% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 29, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 13%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 22% and 10% respectively
  • Both SEF notionals and trade counts increased 10% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 20% and 5% respectively
  • Both cleared notionals and trade counts increased 24% and 8% respectively
  • Both SEF notionals and trade counts were up 1% and 6% respectively
  • 86% of total notional was cleared vs. 83%
  • 58% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 11% and 20% respectively
  • Both cleared notionals and trade counts increased 16% and 21% respectively
  • Both SEF notionals and trade counts increased 22% and 26% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 11% and 4% respectively
  • Both cleared notionals and trade counts were down 12% and 7% respectively
  • Both SEF notionals and trade counts decreased 11% and 7% respectively
  • 79% of total notional was cleared vs. 80%
  • 72% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 22, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 12%, while trade counts decreased 2%
  • Both cleared notionals and trade counts were up 22% and 9% respectively
  • Both SEF notionals and trade counts increased 10% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 56%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 15% and 16% respectively
  • Both cleared notionals and trade counts increased 15% and 18% respectively
  • SEF notionals were down 2%, while trade counts were up 7%
  • 82% of total notional was cleared vs. 83%
  • 51% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 13% and 22% respectively
  • Both cleared notionals and trade counts increased 18% and 23% respectively
  • Both SEF notionals and trade counts increased 25% and 30% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Overall CDS notionals decreased 10%, while trade counts increased 22%
  • Cleared notionals were down 7%, while trade counts were up 8%
  • SEF notionals decreased 2%, while trade counts increased 12%
  • 81% of total notional was cleared vs. 77%
  • 73% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 15, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 12%, while trade counts decreased 2%
  • Both cleared notionals and trade counts were up 22% and 9% respectively
  • Both SEF notionals and trade counts increased 10% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 55% of total notional was executed On SEF vs. 56%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 15% and 16% respectively
  • Both cleared notionals and trade counts increased 15% and 18% respectively
  • SEF notionals were down 2%, while trade counts were up 7%
  • 82% of total notional was cleared vs. 83%
  • 51% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 13% and 22% respectively
  • Both cleared notionals and trade counts increased 18% and 23% respectively
  • Both SEF notionals and trade counts increased 25% and 30% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Overall CDS notionals decreased 10%, while trade counts increased 22%
  • Cleared notionals were down 7%, while trade counts were up 8%
  • SEF notionals decreased 2%, while trade counts increased 12%
  • 81% of total notional was cleared vs. 77%
  • 73% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 8, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 12%, while trade counts decreased 2%
  • Both cleared notionals and trade counts were up 22% and 9% respectively
  • Both SEF notionals and trade counts increased 11% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 3% and 12% respectively
  • Both cleared notionals and trade counts decreased 2% and 12% respectively
  • Both SEF notionals and trade counts were down 17%
  • 79% of total notional was cleared, flat with last year
  • 46% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 14% and 22% respectively
  • Both cleared notionals and trade counts increased 19% and 23% respectively
  • Both SEF notionals and trade counts increased 26% and 30% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 44% and 37% respectively
  • Both cleared notionals and trade counts were down 38% and 36% respectively
  • Both SEF notionals and trade counts decreased 38% and 36% respectively
  • 83% of total notional was cleared vs. 76%
  • 77% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending July 1, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 13%, while trade counts decreased 2%
  • Both cleared notionals and trade counts were up 23% and 10% respectively
  • Both SEF notionals and trade counts increased 12% and 4% respectively
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 63% and 16% respectively
  • Both cleared notionals and trade counts increased 82% and 24% respectively
  • Both SEF notionals and trade counts were up 81% and 18% respectively
  • 88% of total notional was cleared vs. 79%
  • 60% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 16% and 24% respectively
  • Both cleared notionals and trade counts increased 21% and 26% respectively
  • Both SEF notionals and trade counts increased 28% and 33% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 16% and 18% respectively
  • Both cleared notionals and trade counts were down 17% and 20% respectively
  • Both SEF notionals and trade counts decreased 14% and 20% respectively
  • 79% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 24, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 10%, while trade counts decreased 3%
  • Both cleared notionals and trade counts were up 20% and 8% respectively
  • Both SEF notionals and trade counts increased 9% and 3% respectively
  • 83% of total notional was cleared vs. 76%
  • 56% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 13%, while trade counts decreased 2%
  • Both cleared notionals and trade counts increased 16% and 2% respectively
  • SEF notionals were down 2%, while trade counts rose 4%
  • 86% of total notional was cleared vs. 83%
  • 53% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 13%, while trade counts decreased 2%
  • Both cleared notionals and trade counts increased 16% and 2% respectively
  • SEF notionals were down 2%, while trade counts rose 4%
  • 86% of total notional was cleared vs. 83%
  • 53% of total notional was executed On SEF vs. 61%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 16% and 25% respectively
  • Both cleared notionals and trade counts increased 21% and 27% respectively
  • Both SEF notionals and trade counts increased 29% and 34% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 17, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 10%, while trade counts decreased 4%
  • Both cleared notionals and trade counts were up 20% and 9% respectively
  • Both SEF notionals and trade counts increased 10% and 3% respectively
  • 83% of total notional was cleared vs. 76%
  • 56% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 50% and 20% respectively
  • Both cleared notionals and trade counts increased 61% and 30% respectively
  • Both SEF notionals and trade counts rose 40% and 17% respectively
  • 88% of total notional was cleared vs. 82%
  • 51% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 15% and 25% respectively
  • Both cleared notionals and trade counts increased 20% and 26% respectively
  • Both SEF notionals and trade counts increased 28% and 34% respectively
  • 81% of total notional was cleared vs. 78%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 6% and 3% respectively
  • Both cleared notionals and trade counts were up 7%
  • Both SEF notionals and trade counts increased 13% and 12% respectively
  • 78% of total notional was cleared vs. 69%
  • 72% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 10, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 9%, while trade counts decreased 5%
  • Both cleared notionals and trade counts were up 18% and 8% respectively
  • Both SEF notionals and trade counts increased 8% and 2% respectively
  • 83% of total notional was cleared vs. 76%
  • 56% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 29% and 2% respectively
  • Both cleared notionals and trade counts increased 44% and 11% respectively
  • Both SEF notionals and trade counts rose 52% and 11% respectively
  • 85% of total notional was cleared vs. 76%
  • 58% of total notional was executed On SEF vs. 50%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 17% and 26% respectively
  • Both cleared notionals and trade counts increased 21% and 27% respectively
  • Both SEF notionals and trade counts increased 28% and 35% respectively
  • 82% of total notional was cleared vs. 79%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 20% and 18% respectively
  • Both cleared notionals and trade counts were down 14% and 16% respectively
  • Both SEF notionals and trade counts decreased 16% and 15% respectively
  • 77% of total notional was cleared vs. 72%
  • 70% of total notional was executed On SEF vs. 67%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending June 3, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 8%, while trade counts decreased 5%
  • Both cleared notionals and trade counts were up 17% and 7% respectively
  • Both SEF notionals and trade counts increased 7% and 2% respectively
  • 82% of total notional was cleared vs. 76%
  • 56% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 5%, while trade counts decreased 31%
  • Cleared notionals increased 10%, while trade counts decreased 29%
  • SEF notionals rose 3%, while trade counts decreased 26%
  • 83% of total notional was cleared vs. 79%
  • 55% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 18% and 28% respectively
  • Both cleared notionals and trade counts increased 22% and 29% respectively
  • Both SEF notionals and trade counts increased 30% and 37% respectively
  • 82% of total notional was cleared vs. 79%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 54% and 45% respectively
  • Both cleared notionals and trade counts were down 48% and 43% respectively
  • Both SEF notionals and trade counts decreased 48% and 43% respectively
  • 79% of total notional was cleared vs. 70%
  • 73% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 27, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 8%, while trade counts decreased 4%
  • Both cleared notionals and trade counts were up 17% and 10% respectively
  • Both SEF notionals and trade counts increased 7% and 3% respectively
  • 82% of total notional was cleared vs. 76%
  • 56% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 18% and 12% respectively
  • Cleared notionals increased 30%, while trade counts decreased 3%
  • Both SEF notionals and trade counts rose 31% and 3% respectively
  • 87% of total notional was cleared vs. 55%
  • 65% of total notional was executed On SEF vs. 41%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 22% and 32% respectively
  • Both cleared notionals and trade counts increased 25% and 33% respectively
  • Both SEF notionals and trade counts increased 34% and 41% respectively
  • 82% of total notional was cleared vs. 80%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 20% and 11% respectively
  • Both cleared notionals and trade counts were down 16% and 7% respectively
  • Both SEF notionals and trade counts decreased 14% and 5% respectively
  • 79% of total notional was cleared vs. 75%
  • 74% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 20, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 7%, while trade counts decreased 5%
  • Both cleared notionals and trade counts were up 15% and 9% respectively
  • Both SEF notionals and trade counts increased 4% and 2% respectively
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Overall interest rate notionals rose 24%, while trade counts decreased 18%
  • Cleared notionals increased 33%, while trade counts decreased 13%
  • SEF notionals rose 45%, while trade counts decreased 9%
  • 85% of total notional was cleared vs. 79%
  • 65% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 23% and 33% respectively
  • Both cleared notionals and trade counts increased 26% and 33% respectively
  • Both SEF notionals and trade counts increased 35% and 42% respectively
  • 82% of total notional was cleared vs. 80%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 4% and 5% respectively
  • Cleared notionals were up 4%, while trade counts were down 1%
  • SEF notionals increased 6%, while trade counts remained flat
  • 84% of total notional was cleared vs. 76%
  • 80% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 13, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 7%, while trade counts decreased 5%
  • Both cleared notionals and trade counts were up 15% and 9% respectively
  • Both SEF notionals and trade counts increased 4% and 2% respectively
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Overall interest rate notionals rose 24%, while trade counts decreased 18%
  • Cleared notionals increased 33%, while trade counts decreased 13%
  • SEF notionals rose 45%, while trade counts decreased 9%
  • 85% of total notional was cleared vs. 79%
  • 65% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 23% and 33% respectively
  • Both cleared notionals and trade counts increased 26% and 33% respectively
  • Both SEF notionals and trade counts increased 35% and 42% respectively
  • 82% of total notional was cleared vs. 80%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 4% and 5% respectively
  • Cleared notionals were up 4%, while trade counts were down 1%
  • SEF notionals increased 6%, while trade counts remained flat
  • 84% of total notional was cleared vs. 76%
  • 80% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending May 6, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 5%, while trade counts decreased 4%
  • Both cleared notionals and trade counts were up 13% and 11% respectively
  • Both SEF notionals and trade counts increased 2% and 4% respectively
  • 82% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts rose 11% and 2% respectively
  • Both cleared notionals and trade counts increased 16% and 9% respectively
  • Both SEF notionals and trade counts increased 8% and 11% respectively
  • 81% of total notional was cleared vs. 78%
  • 57% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 26% and 37% respectively
  • Both cleared notionals and trade counts increased 29% and 37% respectively
  • Both SEF notionals and trade counts increased 39% and 47% respectively
  • 82% of total notional was cleared vs. 80%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Overall CDS notionals decreased 9%, while trade counts increased 3%
  • Both cleared notionals and trade counts were up 4% and 7% respectively
  • Both SEF notionals and trade counts rose 2% and 9% respectively
  • 83% of total notional was cleared vs. 73%
  • 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 29, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 5%, while trade counts decreased 4%
  • Both cleared notionals and trade counts were up 13% and 11% respectively
  • Both SEF notionals and trade counts increased 2% and 4% respectively
  • 82% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts rose 11% and 2% respectively
  • Both cleared notionals and trade counts increased 16% and 9% respectively
  • Both SEF notionals and trade counts increased 8% and 11% respectively
  • 81% of total notional was cleared vs. 78%
  • 57% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 26% and 37% respectively
  • Both cleared notionals and trade counts increased 29% and 37% respectively
  • Both SEF notionals and trade counts increased 39% and 47% respectively
  • 82% of total notional was cleared vs. 80%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Overall CDS notionals decreased 9%, while trade counts increased 3%
  • Both cleared notionals and trade counts were up 4% and 7% respectively
  • Both SEF notionals and trade counts rose 2% and 9% respectively
  • 83% of total notional was cleared vs. 73%
  • 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 22, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 4% while trade counts decreased 5%
  • Both cleared notionals and trade counts were up 12% and 10% respectively
  • Both SEF notionals and trade counts increased 1% and 2% respectively
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts rose 36% and 13% respectively
  • Both cleared notionals and trade counts increased 50% and 25% respectively
  • Both SEF notionals and trade counts increased 35% and 13% respectively
  • 85% of total notional was cleared vs. 77%
  • 60% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 26% and 37% respectively
  • Both cleared notionals and trade counts increased 28% and 36% respectively
  • Both SEF notionals and trade counts increased 38% and 46% respectively
  • 81% of total notional was cleared vs. 80%
  • 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 49% and 42% respectively
  • Both cleared notionals and trade counts were up 60% and 46% respectively
  • Both SEF notionals and trade counts rose 69% and 53% respectively
  • 82% of total notional was cleared vs. 77%
  • 75% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 15, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 2%, while trade counts decreased 6%
  • Both cleared notionals and trade counts were up, 10% and 9% respectively
  • SEF notionals decreased 1%, while trade counts increased 2%
  • 82% of total notional was cleared, vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts rose, 27% and 11% respectively
  • Cleared notionals and trade counts increased, 41% and 21% respectively
  • Both SEF notionals and trade counts increased, 16% and 4% respectively
  • 82% of total notional was cleared vs. 75%
  • 55% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 25% and 36% respectively
  • Both cleared notionals and trade counts were up 27% and 36% respectively
  • Both SEF notionals and trade counts increased, 37% and 46% respectively
  • 81% of total notional was cleared vs. 80%
  • 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Overall CDS notionals decreased 11% while trade counts increased 3%
  • Cleared notionals were down 7%, while trade counts were up 8%
  • SEF notionals were flat, while trade counts rose 15%
  • 82% of total notional was cleared vs. 78%
  • 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 8, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 1%, while trade counts decreased 7%
  • Both cleared notionals and trade counts were up 8%
  • SEF notionals decreased 2%, while trade counts increased 2%
  • 82% of total notional was cleared, vs. 77%
  • 56% of total notional was executed On SEF vs. 58% last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 32% and 23% respectively
  • Both cleared notionals and trade counts were up 34% and 31% respectively
  • Both SEF notionals and trade counts increased 24% and 29% respectively
  • 80% of total notional was cleared vs. 79%
  • 53% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 27% and 38% respectively
  • Both cleared notionals and trade counts were up 29% and 37% respectively
  • Both SEF notionals and trade counts increased 39% and 48% respectively
  • 81% of total notional was cleared vs. 81%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 57% and 80% respectively
  • Both cleared notionals and trade counts were up 83% and 116% respectively
  • Both SEF notionals and trade counts were up 92% and 129% respectively
  • 85% of total notional was cleared vs. 73%
  • 81% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending April 1, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts decreased 1% and 9% respectively
  • Both cleared notionals and trade counts were up 7%
  • SEF notionals decreased 3%, while trade counts were flat
  • 83% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Interest rate notionals decreased 2%, while trade counts were flat
  • Both cleared notionals and trade counts increased 1% and 15% respectively
  • SEF notionals decreased 21%, while trade counts increased 12%
  • 81% of total notional was cleared vs. 79%
  • 47% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 26% and 36% respectively
  • Both cleared notionals and trade counts were up 26% and 34% respectively
  • Both SEF notionals and trade counts increased 37% and 45% respectively
  • 81% of total notional was cleared, flat with last year
  • 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts increased 37% and 44% respectively
  • Both cleared notionals and trade counts were up 35% and 41% respectively
  • Both SEF notionals and trade counts were up 43% and 50% respectively
  • 81% of total notional was cleared vs. 82%
  • 79% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending March 25, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals decreased 1% and 9% respectively
  • Both cleared notionals and trade counts were up 7% and 6% respectively
  • Both SEF notionals and trade counts decreased 2% and 1% respectively
  • 83% of total notional was cleared vs. 77%
  • 57% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 14% and 17% respectively
  • Cleared notionals decreased 6%, while trade counts increased 2%
  • Both SEF notionals and trade counts decreased 17% and 21% respectively
  • 85% of total notional was cleared vs. 78%
  • 59% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 25% and 36% respectively
  • Both cleared notionals and trade counts were up 26% and 34% respectively
  • Both SEF notionals and trade counts increased 37% and 44% respectively
  • 81% of total notional was cleared, flat with last year
  • 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were down 14% and 17% respectively
  • Cleared notionals were down 6%, while trade counts were up 2%
  • Both SEF notionals and trade counts were down 17% and 21%
  • 82% of total notional was cleared vs. 83%
  • 77% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending March 18, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 1%, while trade counts decreased 9%
  • Both cleared notionals and trade counts were up 8% and 7% respectively
  • SEF notionals decreased 1%, while trade counts increased 1%
  • 82% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 1% and 13% respectively
  • Cleared notionals increased 4%, while trade counts remained flat
  • Both SEF notionals and trade counts decreased 6%
  • 83% of total notional was cleared vs. 79%
  • 54% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 30% and 40% respectively
  • Both cleared notionals and trade counts were up 30% and 38% respectively
  • Both SEF notionals and trade counts increased 42% and 49% respectively
  • 81% of total notional was cleared, flat with last year
  • 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were down 25% and 2% respectively
  • Both cleared notionals and trade counts were down 25% and 4% respectively
  • SEF notionals were down 19%, while trade counts were up 3%
  • 83% of total notional was cleared, flat with last year
  • 79% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending March 11, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 1%, while trade counts decreased 8%
  • Both cleared notionals and trade counts were up 9% and 7% respectively
  • SEF notionals were flat, while trade counts increased 2%
  • 82% of total notional was cleared vs. 76%
  • 57% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 3% and 12% respectively
  • Both cleared notionals and trade counts increased 1%
  • Both SEF notionals and trade counts decreased 2% and 7% respectively
  • 82% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF, flat with last year

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 37% and 45% respectively
  • Both cleared notionals and trade counts were up 38% and 43% respectively
  • Both SEF notionals and trade counts increased 50% and 54% respectively
  • 81% of total notional was cleared vs. 80%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 56% and 55% respectively
  • Both cleared notionals and trade counts were up 57% and 52% respectively
  • Both SEF notionals and trade counts were up 66% and 61%
  • 83% of total notional was cleared vs. 82%
  • 80% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending March 4, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 1%, while trade counts decreased 8%
  • Both cleared notionals and trade counts were up 9% and 8% respectively
  • SEF notionals were flat, while trade counts increased 3%
  • 82% of total notional was cleared vs. 76%
  • 57% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 5%, while trade counts decreased 17%
  • Both cleared notionals and trade counts were up 22% and 11% respectively
  • Both SEF notionals and trade counts increased 12% and 2% respectively
  • 84% of total notional was cleared vs. 72%
  • 58% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 35% and 44% respectively
  • Both cleared notionals and trade counts were up 36% and 42% respectively
  • Both SEF notionals and trade counts increased 48% and 53% respectively
  • 81% of total notional was cleared vs. 80%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 33% and 36% respectively
  • Both cleared notionals and trade counts were up 28% and 29% respectively
  • Both SEF notionals and trade counts were up 36%
  • 74% of total notional was cleared vs. 77%
  • 71% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending February 26, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 1%, while trade counts decreased 6%
  • Both cleared notionals and trade counts were up 8%
  • SEF notionals decreased 2%, while trade counts increased 3%
  • 82% of total notional was cleared vs. 77%
  • 56% of total notional was executed On SEF vs. 58%

2016 current week vs. 2015 current week

  • Overall interest rate notionals decreased 1%, while trade counts increased 1%
  • Both cleared notionals and trade counts were up 7% and 14% respectively
  • SEF notionals decreased 6%, while trade counts increased 7%
  • 85% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 35% and 45% respectively
  • Both cleared notionals and trade counts were up 37% and 43% respectively
  • Both SEF notionals and trade counts increased 50% and 55% respectively
  • 81% of total notional was cleared vs. 80%
  • 77% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 42% and 79% respectively
  • Both cleared notionals and trade counts were up 44% and 75% respectively
  • Both SEF notionals and trade counts were up 59% and 92% respectively
  • 78% of total notional was cleared vs. 77%
  • 76% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending February 19, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 1%, while trade counts decreased 7%
  • Both cleared notionals and trade counts were up 8% and 7% respectively
  • SEF notionals decreased 1%, while trade counts increased 2%
  • 82% of total notional was cleared, vs. 77%
  • 56% of total notional was executed On SEF, vs. 58%

2016 current week vs. 2015 current week

• Overall interest rate notionals decreased 18%, while trade counts remained flat
• Cleared notionals were down 18%, while trade counts were up 10%
• Both SEF notionals and trade counts decreased 24% and 1% respectively
• 80% of total notional was cleared, flat with last year
• 54% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

• Both overall CDS notionals and trade counts were up 35% and 42% respectively
• Both cleared notionals and trade counts were up 36% and 40% respectively
• Both SEF notionals and trade counts increased 49% and 51% respectively
• 82% of total notional was cleared vs. 81%
• 78% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

• Both overall CDS notionals and trade counts were up 53% and 69% respectively
• Both cleared notionals and trade counts were up 44% and 56% respectively
• Both SEF notionals and trade counts were up 59% and 80% respectively
• 79% of total notional was cleared vs. 84%
• 74% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending February 12, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 4%, while trade counts decreased 8%
  • Both cleared notionals and trade counts were up 12% and 7% respectively
  • Both SEF notionals increased 2% and 3% respectively
  • 82% of total notional was cleared, vs. 76%
  • 57% of total notional was executed On SEF, vs. 58%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 1%, while trade counts decreased 5%
  • Both cleared notionals and trade counts were up 4% and 7% respectively
  • SEF notionals decreased 10%, while trade counts increased 1%
  • 82% of total notional was cleared vs. 79%
  • 52% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 33% and 38% respectively
  • Both cleared notionals and trade counts were up 35% and 38% respectively
  • Both SEF notionals and trade counts increased 47% and 48% respectively
  • 82% of total notional was cleared vs. 80%
  • 78% of total notional was executed On SEF vs. 70%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 66% and 87% respectively
  • Both cleared notionals and trade counts were up 78% and 92% respectively
  • Both SEF notionals and trade counts were up 101% and 109% respectively
  • 81% of total notional was cleared vs. 76%
  • 78% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Trading Volume: week ending February 5, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 1%, while trade counts decreased 12%
  • Both cleared notionals and trade counts were up 10% and 3% respectively
  • SEF notionals increased 3%, while trade counts remained flat
  • 82% of total notional was cleared, vs. 75%
  • 58% of total notional was executed On SEF, flat with last year

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 2% and 16% respectively
  • Both cleared notionals and trade counts were up 9% and 3% respectively
  • Both SEF notionals and trade counts decreased 9% and 1% respectively
  • 83% of total notional was cleared vs. 74%
  • 55% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 19% and 23% respectively
  • Both cleared notionals and trade counts were up 20% and 22% respectively
  • Both SEF notionals and trade counts increased 30%
  • 82% of total notional was cleared vs. 81%
  • 78% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 65% and 72% respectively
  • Both cleared notionals and trade counts were up 74%
  • Both SEF notionals and trade counts were up 87% and 86% respectively
  • 84% of total notional was cleared vs. 80%
  • 81% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending January 29, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 2% and trade counts decreased 10%
  • Both cleared notionals and trade counts were up 10% and 3% respectively
  • SEF notionals increased 6% and trade counts were flat
  • 81% of total notional was cleared, vs. 76%
  • 59% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Overall interest rate notionals increased 18%, while trade counts decreased 6%
  • Both cleared notionals and trade counts were up 34% and 10% respectively
  • Both SEF notionals and trade counts increased 45% and 3% respectively
  • 82% of total notional was cleared vs. 73%
  • 62% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 10% and 13% respectively
  • Both cleared notionals and trade counts were up 11%
  • Both SEF notionals and trade counts increased 20% and 19% respectively
  • 82% of total notional was cleared, flat with last year
  • 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 6% and 18% respectively
  • Both cleared notionals and trade counts were up 6% and 15% respectively
  • Both SEF notionals and trade counts were up 15% and 23% respectively
  • 81% of total notional was cleared vs. 80%
  • 76% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending January 22, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts decreased 2% and 11% respectively
  • Both cleared notionals and trade counts were up 3% and 1% respectively
  • Both SEF notionals and trade counts were down 3% and 1% respectively
  • 81% of total notional was cleared, vs. 77%
  • 58% of total notional was executed On SEF vs. 59%

2016 current week vs. 2015 current week

  • Overall interest rate notionals remained flat, while trade counts decreased 11%
  • Both cleared notionals and trade counts were up 7% and 5% respectively
  • Both SEF notionals and trade counts increased 12% and 6% respectively
  • 80% of total notional was cleared vs. 74%
  • 58% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 12% and 11% respectively
  • Both cleared notionals and trade counts were up 12% and 10% respectively
  • Both SEF notionals and trade counts increased 21% and 17% respectively
  • 82% of total notional was cleared, flat with last year
  • 77% of total notional was executed On SEF vs. 71%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 37% and 46% respectively
  • Both cleared notionals and trade counts were up 40% and 39% respectively
  • Both SEF notionals and trade counts were up 56% and 57% respectively
  • 81% of total notional was cleared vs. 79%
  • 74% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending January 15, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts decreased 3% and 11% respectively
  • Cleared notionals were up 1%, while trade counts were down 1%
  • Both SEF notionals and trade counts were down 9% and 3% respectively
  • 82% of total notional was cleared, vs. 78%
  • 58% of total notional was executed On SEF vs. 62%

2016 current week vs. 2015 current week

  • Both interest rate notionals and trade counts decreased 12% and 13% respectively
  • Cleared notionals were down 3%, while trade counts were up 4%
  • SEF notionals were flat, while trade counts increased 7%
  • 82% of total notional was cleared vs. 74%
  • 59% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Overall CDS notionals remained flat, while trade counts were down 3%
  • Both cleared notionals and trade counts were down 1% and 2% respectively
  • Both SEF notionals and trade counts increased 7% and 3% respectively
  • 83% of total notional was cleared, flat with last year
  • 79% of total notional was executed On SEF vs. 74%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were up 11% and 13% respectively
  • Both cleared notionals and trade counts were up 16%
  • Both SEF notionals and trade counts were up 37% and 34% respectively
  • 83% of total notional was cleared vs. 79%
  • 80% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending January 8, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals increased 6%, while trade counts decreased 15%
  • Cleared notionals were up 15%, while trade counts were down 4%
  • SEF notionals were up 6%, while trade counts were down 3%
  • 82% of total notional was cleared, vs. 76%
  • 59% of total notional was executed On SEF vs. 60%

2016 current week vs. 2015 current week

  • Interest rate notionals increased 12% and trade counts decreased 9%
  • Both cleared notionals and trade counts were up 20% and 2% respectively
  • Both SEF notionals and trade counts increased 9% and 3% respectively
  • 82% of total notional was cleared vs. 77%
  • 59% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were down 16% and 15% respectively
  • Both cleared notionals and trade counts were down 18% and 15%
  • Both SEF notionals and trade counts decreased 13% and 12% respectively
  • 82% of total notional was cleared vs. 84%
  • 78% of total notional was executed On SEF vs. 76%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were down 11% and 10% respectively
  • Both cleared notionals and trade counts were down 13% and 10% respectively
  • Both SEF notionals and trade counts were down 8% and 6% respectively
  • 82% of total notional was cleared vs. 84%
  • 78% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending January 1, 2016

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Overall interest rate notionals decreased 6%, while trade counts remained flat
  • Cleared notionals decreased 0%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 9% and 22% respectively
  • 82% of total notional was cleared, vs. 77% last week
  • 60% of total notional was executed On SEF vs. 52%

2016 current week vs. 2015 current week

  • Both interest rate notionals and trade counts increased 3% and 0% respectively
  • Both cleared notionals and trade counts were up 4% and 3% respectively
  • SEF notionals decreased 4% while trade counts increased 10%
  • 73% of total notional was cleared vs. 72%
  • 46% of total notional was executed On SEF vs. 50%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were down 12% and 2% respectively
  • Cleared notionals were down 7%, while trade counts were up 2%
  • Both SEF notionals and trade counts increased 2% and 10% respectively
  • 79% of total notional was cleared vs. 75%
  • 71% of total notional was executed On SEF vs. 62%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts were down 36% and 31% respectively
  • Both cleared notionals and trade counts were down 41% and 37% respectively
  • Both SEF notionals and trade counts were down 33% and 32% respectively
  • 82% of total notional was cleared vs. 88%
  • 84% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending December 24, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 6%, while trade counts remained flat
  • Cleared notionals decreased 6%, while trade counts were up 3%
  • Both SEF notionals and trade counts were up 1%
  • 77% of total notional was cleared, flat with last week
  • 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both interest rate notionals and trade counts increased 30% and 25% respectively
  • Both cleared notionals and trade counts were up 24% and 34% respectively
  • Both SEF notionals and trade counts increased 22% and 25% respectively
  • 78% of total notional was cleared vs. 81%
  • 58% of total notional was executed On SEF vs. 62%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 12% and 2% respectively
  • Cleared notionals were down 7%, while trade counts were up 2%
  • Both SEF notionals and trade counts increased 2% and 10% respectively
  • 79% of total notional was cleared vs. 75%
  • 71% of total notional was executed On SEF vs. 62%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were up 42% and 52% respectively
  • Both cleared notionals and trade counts were up 22% and 42% respectively
  • Both SEF notionals and trade counts were up 39% and 59% respectively
  • 68% of total notional was cleared vs. 78%
  • 68% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending December 18, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 2%, while trade counts increased 10%
  • Cleared notionals decreased 1%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 9% and 22% respectively
  • 78% of total notional was cleared vs. 77%
  • 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Interest rate notionals increased 5%, while trade counts decreased 25%
  • Both cleared notionals and trade counts were up 34% and 10% respectively
  • Both SEF notionals and trade counts increased 21% and 7% respectively
  • 83% of total notional was cleared vs. 65%
  • 56% of total notional was executed On SEF vs. 48%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 12% and 2% respectively
  • Cleared notionals were down 7%, while trade counts were up 2%
  • Both SEF notionals and trade counts increased 2% and 10% respectively
  • 79% of total notional was cleared vs. 75%
  • 71% of total notional was executed On SEF vs. 62%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 24% and 19% respectively
  • Both cleared notionals and trade counts were down 29% and 22% respectively
  • Both SEF notionals and trade counts were down 22% and 18% respectively
  • 79% of total notional was cleared vs. 84%
  • 74% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending December 11, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 2%, while trade counts increased 11%
  • Cleared notionals decreased 1%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 8% and 22% respectively
  • 78% of total notional was cleared, flat with last week
  • 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both interest rate notionals and trade counts increased 31% and 1% respectively
  • Both cleared notionals and trade counts were up 38% and 21% respectively
  • SEF notionals and trade counts increased 42% and 17% respectively
  • 80% of total notional was cleared vs. 76%
  • 58% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 12% and 2% respectively
  • Cleared notionals were down 6%, while trade counts were up 3%
  • SEF notionals increased 3%, while trade counts were up 10%
  • 79% of total notional was cleared vs. 74%
  • 71% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 17% and 12% respectively
  • Both cleared notionals and trade counts were down 13% and 11% respectively
  • Both SEF notionals and trade counts were down 8% and 7% respectively
  • 82% of total notional was cleared vs. 78%
  • 80% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending December 4, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 5%, while trade counts increased 8%
  • Cleared notionals decreased 4%, while trade counts were up 16%
  • Both SEF notionals and trade counts were up 5% and 19% respectively
  • 78% of total notional was cleared, flat with last week
  • 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both interest rate notionals and trade counts increased 12% and 25% respectively
  • Both cleared notionals and trade counts were up 6% and 8% respectively
  • SEF notionals increased 8%, while trade counts remained flat
  • 81% of total notional was cleared vs. 76%
  • 65% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 14% and 4% respectively
  • Cleared notionals were down 8%, while trade counts were up 1%
  • SEF notionals were flat, while trade counts were up 7%
  • 79% of total notional was cleared vs. 74%
  • 71% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 32% and 30% respectively
  • Both cleared notionals and trade counts were down 34% and 33% respectively
  • Both SEF notionals and trade counts were down 26% and 25% respectively
  • 76% of total notional was cleared vs. 78%
  • 79% of total notional was executed On SEF vs. 72%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending November 27, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 12%
  • Cleared notionals decreased 2%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 7% and 22% respectively
  • 78% of total notional was cleared, flat with last week
  • 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both interest rate notionals and trade counts decreased 4% and 9% respectively
  • Both cleared notionals and trade counts were up 11% and 24% respectively
  • SEF notionals decreased 8%, while trade counts were up 16%
  • 84% of total notional was cleared vs. 72%
  • 50% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 12% and 2% respectively
  • Cleared notionals were down 6%, while trade counts were up 4%
  • Both SEF notionals and trade counts were up 2% and 10% respectively
  • 79% of total notional was cleared vs. 74%
  • 71% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 23% and 12% respectively
  • Both cleared notionals and trade counts were down 24% and 14% respectively
  • Both SEF notionals and trade counts were down 10% and 4% respectively
  • 80% of total notional was cleared vs. 82%
  • 79% of total notional was executed On SEF vs. 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending November 20, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 12%
  • Cleared notionals decreased 2%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 8% and 23% respectively
  • 78% of total notional was cleared, flat with last week
  • 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both interest rate notionals and trade counts decreased 15% and  21% respectively
  • Both cleared notionals and trade counts were up 8% and 17% respectively
  • Both SEF notionals and trade counts were up 26% and 22% respectively
  • 80% of total notional was cleared vs. 62%
  • 62% of total notional was executed On SEF vs. 42%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 12% and 2% respectively
  • Cleared notionals were down 6%, while trade counts were up 4%
  • Both SEF notionals and trade counts were up 2% and 10% respectively
  • 79% of total notional was cleared vs. 74%
  • 71% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were up 4% and 11% respectively
  • Both cleared notionals and trade counts were up 0% and 3% respectively
  • Both SEF notionals and trade counts were up 23%
  • 77% of total notional was cleared vs. 80%
  • 79% of total notional was executed On SEF vs. 67%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

ISDA SwapsInfo: IRD and CDS Weekly Analysis: week ending November 13, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 2%, while trade counts increased 13%
  • Cleared notionals decreased 3%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 7% and 23% respectively
  • 78% of total notional was cleared, flat with last week
  • 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Overall interest rate notionals increased 5%, while trade counts decreased 3%
  • Both cleared notionals and trade counts were up 20% and 25% respectively
  • Both SEF notionals and trade counts were up 40% and 34% respectively
  • 80% of total notional was cleared vs. 70%
  • 62% of total notional was executed On SEF vs. 47%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 12% and 2% respectively
  • Cleared notionals were down 6%, while trade counts were up 4%
  • Both SEF notionals and trade counts were up 2% and 10% respectively
  • 79% of total notional was cleared vs. 74%
  • 71% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were up 26% and 8% respectively
  • Both cleared notionals and trade counts were up 25% and 26% respectively
  • Both SEF notionals and trade counts were up 51% and 43% respectively
  • 79% of total notional was cleared, flat with last week
  • 79% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending November 6, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 2%, while trade counts increased 14%
  • Cleared notionals decreased 3%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 7% and 22% respectively
  • 78% of total notional was cleared, flat with last week
  • 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Overall interest rate notionals increased 15%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 34% and 31% respectively
  • Both SEF notionals and trade counts were up 30% and 32% respectively
  • 82% of total notional was cleared vs. 71%
  • 55% of total notional was executed On SEF vs. 48%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 13% and 2% respectively
  • Cleared notionals were down 7%, while trade counts were up 3%
  • Both SEF notionals and trade counts were up 1% and 9% respectively
  • 79% of total notional was cleared vs. 74%
  • 70% of total notional was executed On SEF vs. 61%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 12%
  • Both cleared notionals and trade counts were down 17% and 14% respectively
  • Both SEF notionals and trade counts were down 5% and 4% respectively
  • 77% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending October 30, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 14%
  • Cleared notionals decreased 4%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 6% and 22% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% 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 16% and 4% respectively
  • Both cleared notionals and trade counts were up 17%
  • Both SEF notionals and trade counts were up 24% and 20% respectively
  • 78% of total notional was cleared, flat with last week
  • 60% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 13% and 2% respectively
  • Cleared notionals were down 6%, while trade counts were up 4%
  • Both SEF notionals and trade counts were up 1% and 10% respectively
  • 79% of total notional was cleared vs. 74%
  • 70% of total notional was executed On SEF vs. 60%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 21% and 22% respectively
  • Both cleared notionals and trade counts were down 36%
  • Both SEF notionals and trade counts were down 33% and 34% respectively
  • 66% of total notional was cleared vs. 82%
  • 60% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending October 23, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 13%
  • Cleared notionals decreased 5%, while trade counts were up 17%
  • Both SEF notionals and trade counts were up 5% and 20% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% 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 14% and 4% respectively
  • Cleared notionals decreased 4%, while trade counts were up 6%
  • Both SEF notionals and trade counts were down 7% and 6% respectively
  • 81% of total notional was cleared vs. 73%
  • 55% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 15% and 4% respectively
  • Cleared notionals were down 8%, while trade counts were up 2%
  • SEF notionals were down 1%, while trade counts were up 8%
  • 79% of total notional was cleared vs. 73%
  • 70% of total notional was executed On SEF vs. 60%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 39% and 34% respectively
  • Both cleared notionals and trade counts were down 41% and 38% respectively
  • Both SEF notionals and trade counts were down 42% and 38% respectively
  • 81% of total notional was cleared vs. 84%
  • 71% of total notional was executed On SEF, vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending October 16, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 13%
  • Cleared notionals decreased 5%, while trade counts were up 17%
  • Both SEF notionals and trade counts were up 5% and 21% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% 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 20% and 8% respectively
  • Both cleared notionals and trade counts were down 29% and 19% respectively
  • Both SEF notionals and trade counts were down 20% and 15% respectively
  • 70% of total notional was cleared vs. 79%
  • 51% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 14% and 3% respectively
  • Cleared notionals were down 7%, while trade counts were up 4%
  • Both SEF notionals and trade counts were up 1% and 10% respectively
  • 79% of total notional was cleared vs. 73%
  • 70% of total notional was executed On SEF vs. 59%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 66% and 62% respectively
  • Both cleared notionals and trade counts were down 67% and 62% respectively
  • Both SEF notionals and trade counts were down 65% and 61% respectively
  • 82% of total notional was cleared vs. 85%
  • 76% of total notional was executed On SEF, vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending October 9, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 5%, while trade counts increased 11%
  • Cleared notionals decreased 7%, while trade counts were up 15%
  • Both SEF notionals and trade counts were up 3% and 19% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% 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 23% respectively
  • Both cleared notionals and trade counts were down 24% and 16% respectively
  • Both SEF notionals and trade counts were down 12% and 13% respectively
  • 80% of total notional was cleared vs. 79%
  • 60% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 16% and 5% respectively
  • Cleared notionals were down 9%, while trade counts were up 1%
  • SEF notionals were down 1% while trade counts were up 7%
  • 79% of total notional was cleared vs. 73%
  • 70% of total notional was executed On SEF vs. 59%

2015 current week vs. 2014 current week

  • CDS notionals were down 49%, while trade counts were down 49%
  • Cleared notionals were down 49%, while trade counts were down 48%
  • SEF notionals were down 47%, while trade counts were also down 47%
  • 86% of total notional was cleared vs. 85%
  • 77% of total notional was executed On SEF, vs. 74%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending October 2, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 2%, while trade counts increased 14%
  • Cleared notionals decreased 4%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 6% and 23% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% 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 27% and 14% respectively
  • Both cleared notionals and trade counts were up 32% and 25% respectively
  • Both SEF notionals and trade counts were up 44% and 14% respectively
  • 81% of total notional was cleared vs. 78%
  • 60% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 10%, while trade counts were up 2%
  • Cleared notionals were down 1%, while trade counts were up 11%
  • Both SEF notionals and trade counts were up 9% and 18% respectively
  • 79% of total notional was cleared vs. 72%
  • 70% of total notional was executed On SEF vs. 58%

2015 current week vs. 2014 current week

  • CDS notionals were up 5%, while trade counts were down 1%
  • Cleared notionals were up 2%, while trade counts were down 6%
  • SEF notionals were up 5%, while trade counts were down 5%
  • 83% of total notional was cleared vs. 85%
  • 76% of total notional was executed On SEF, flat with last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending September 25, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 14%
  • Cleared notionals decreased 4%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 6% and 23% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% 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 8% and 1% respectively
  • Cleared notionals were down 10%, while trade counts were up 8%
  • Both SEF notionals and trade counts were up 2% and 6% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 11%, while trade counts were up 2%
  • Cleared notionals were down 1%, while trade counts were up 12%
  • Both SEF notionals and trade counts were up 9% and 19% respectively
  • 79% of total notional was cleared vs. 71%
  • 69% of total notional was executed On SEF vs. 57%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 24% and 9% respectively
  • Both cleared notionals and trade counts were up 25% and 6% respectively
  • Both SEF notionals and trade counts were up 26% and 5% respectively
  • 85% of total notional was cleared vs. 84%
  • 78% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending September 18, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 15%
  • Cleared notionals decreased 4%, while trade counts were up 19%
  • Both SEF notionals and trade counts were up 6% and 23% respectively
  • 78% of total notional was cleared vs. 79%
  • 57% 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 2% and 7% respectively
  • Cleared notionals were up 1%, while trade counts remained flat
  • Both SEF notionals and trade counts were up 4%
  • 82% of total notional was cleared vs. 79%
  • 54% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

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 2%, 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. 71%
  • 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were down 41% and 32% respectively
  • Both cleared notionals and trade counts were down 36% and 27% respectively
  • Both SEF notionals and trade counts were down 31% and 24% respectively
  • 82% of total notional was cleared vs. 76%
  • 68% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending September 11, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 16%
  • Cleared notionals decreased 4%, while trade counts were up 20%
  • Both SEF notionals and trade counts were up 6% and 24% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% 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 11% and 29% respectively
  • Both cleared notionals and trade counts were down 4% and 22% respectively
  • SEF notionals were up 5%, while trade counts were down 11%
  • 82% of total notional was cleared vs. 76%
  • 59% of total notional was executed On SEF vs. 50%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 11%, while trade counts were up 3%
  • Cleared notionals were down 1%, while trade counts were up 13%
  • Both SEF notionals and trade counts were up 9% and 22% respectively
  • 78% of total notional was cleared vs. 71%
  • 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were down 45% and 32% respectively
  • Both cleared notionals and trade counts were down 40% and 28% respectively
  • Both SEF notionals and trade counts were down 38% and 26% respectively
  • 77% of total notional was cleared vs. 71%
  • 70% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending September 4, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 6%, while trade counts increased 13%
  • Cleared notionals decreased 7%, while trade counts were up 16%
  • Both SEF notionals and trade counts were up 3% and 21% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% 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 20% and 35% respectively
  • Both cleared notionals and trade counts were down 15% and 27% respectively
  • SEF notionals were up 1%, while trade counts were down 9%
  • 81% of total notional was cleared vs. 76%
  • 64% of total notional was executed On SEF vs. 50%

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

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

  • Overall CDS notionals were down 12%, while trade counts were up 1%
  • Cleared notionals were down 2%, while trade counts were up 11%
  • Both SEF notionals and trade counts were up 8% and 19% respectively
  • 78% of total notional was cleared vs. 71%
  • 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were down 30% and 23% respectively
  • Both cleared notionals and trade counts were down 21% and 17% respectively
  • Both SEF notionals and trade counts were down 21% and 16% respectively
  • 81% of total notional was cleared vs. 71%
  • 71% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

2015-9-4 OnSEF

IRD and CDS Weekly Analysis: week ending August 28, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 19%
  • Cleared notionals decreased 4%, while trade counts were up 22%
  • Both SEF notionals and trade counts were up 6% and 27% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% 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 22% and 27% respectively
  • Both cleared notionals and trade counts were up 22% and 43% respectively
  • Both SEF notionals and trade counts were up 25% and 45% respectively
  • 76% of total notional was cleared vs. 77%
  • 51% of total notional was executed On SEF vs. 50%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 10%, while trade counts were up 5%
  • Both cleared notionals and trade counts were up 0.4% and 15% respectively
  • Both SEF notionals and trade counts were up 11% and 24% respectively
  • 78% of total notional was cleared vs. 70%
  • 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 127% and 154% respectively
  • Both cleared notionals and trade counts were up 158% and 169% respectively
  • Both SEF notionals and trade counts were up 182% and 178% respectively
  • 84% of total notional was cleared vs. 74%
  • 77% of total notional was executed On SEF vs. 62%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending August 21, 2015

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

Go to the SwapsInfo IRD Price/Transaction page

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

2015-8-21 OnSEF

ISDA SwapsInfo: IRD and CDS Weekly Analysis: week ending August 14, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 19%
  • Cleared notionals decreased 5%, while trade counts were up 22%
  • Both SEF notionals and trade counts were up 5% and 27% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were up 18% and 21% respectively
  • Both cleared notionals and trade counts were up 22% and 37% respectively
  • Both SEF notionals and trade counts were up 42% and 27% respectively
  • 82% of total notional was cleared vs. 80%
  • 64% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 13%, while trade counts were up 1%
  • 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%
  • 69% of total notional was executed On SEF vs. 56%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were down 25% and 14% respectively
  • Both cleared notionals and trade counts were down 28% and 17% respectively
  • Both SEF notionals and trade counts were down 24% and 14% respectively
  • 77% of total notional was cleared vs. 80%
  • 71% of total notional was executed On SEF vs. 69%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending August 7, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 19%
  • Cleared notionals decreased 6%, while trade counts were up 22%
  • Both SEF notionals and trade counts were up 4% and 27% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were up 2% and 11% respectively
  • Both cleared notionals and trade counts were up 4% and 23% respectively
  • Both SEF notionals and trade counts were up 23% and 26% respectively
  • 79% of total notional was cleared vs. 77%
  • 59% of total notional was executed On SEF vs. 49%

Go to the SwapsInfo IRD Price/Transaction page

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 2%, while trade counts were up 13%
  • Both SEF notionals and trade counts were up 9% and 22% respectively
  • 78% of total notional was cleared vs. 70%
  • 68% of total notional was executed On SEF vs. 55%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were down 57% and 49% respectively
  • Both cleared notionals and trade counts were down 57% and 50% respectively
  • Both SEF notionals and trade counts were down 56% and 50% respectively
  • 82% of total notional was cleared, flat with last week
  • 73% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending July 31, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 19%
  • Cleared notionals decreased 6%, while trade counts were up 22%
  • Both SEF notionals and trade counts were up 4% and 27% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were up 10% and 3% respectively
  • Both cleared notionals and trade counts were up 14% and 10% respectively
  • Both SEF notionals and trade counts were up 44% and 8% respectively
  • 82% of total notional was cleared vs. 79%
  • 67% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 10%, while trade counts were up 5%
  • Both cleared notionals and trade counts were up 1% and 17% respectively
  • Both SEF notionals and trade counts were up 13% and 27% respectively
  • 78% of total notional was cleared vs. 69%
  • 68% of total notional was executed On SEF vs. 54%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were down 46% and 39% respectively
  • Cleared notionals and trade counts were down 49% and 41% respectively
  • Both SEF notionals and trade counts were down 50% and 41% respectively
  • 78% of total notional was cleared vs. 83%
  • 69% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending July 24, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 20%
  • Cleared notionals decreased 7%, while trade counts were up 22%
  • Both SEF notionals and trade counts were up 2% and 27% respectively
  • 77% of total notional was cleared vs. 79%
  • 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 12%, while trade counts were up 7%
  • Cleared notionals were down 9%, while trade counts were up 28%
  • SEF notionals were down 6%, while trade counts were up 20%
  • 82% of total notional was cleared vs. 79%
  • 60% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 8%, while trade counts were up 7%
  • Both cleared notionals and trade counts were up 4% and 20% respectively
  • Both SEF notionals and trade counts were up 17% and 31% respectively
  • 78% of total notional was cleared vs. 69%
  • 68% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • CDS notionals were down 1%, while trade counts were up 6%
  • Cleared notionals were down 2%, while trade counts were up 11%
  • Both SEF notionals and trade counts were up 1% and 14% respectively
  • 80% of total notional was cleared vs. 81%
  • 73% of total notional was executed On SEF vs. 71%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending July 17, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 20%
  • Cleared notionals decreased 7%, while trade counts were up 22%
  • Both SEF notionals and trade counts were up 3% and 28% respectively
  • 77% of total notional was cleared vs. 79%
  • 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were up 13% and 21% respectively
  • Both cleared notionals and trade counts were up 22% and 34% respectively
  • Both SEF notionals and trade counts were up 47%
  • 82% of total notional was cleared vs. 76%
  • 60% of total notional was executed On SEF vs. 46%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 8%, while trade counts were up 7%
  • Both cleared notionals and trade counts were up 4% and 21% respectively
  • Both SEF notionals and trade counts were up 17% and 32% respectively
  • 78% of total notional was cleared vs. 68%
  • 68% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were down 16% and 10% respectively
  • Both cleared notionals and trade counts were down 18% and 12% respectively
  • Both SEF notionals and trade counts were down 21% and 13% respectively
  • 77% of total notional was cleared vs. 79%
  • 66% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending July 10, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 5%, while trade counts increased 20%
  • Cleared notionals decreased 8%, while trade counts were up 21%
  • Both SEF notionals and trade counts were up 2% and 27% respectively
  • 76% of total notional was cleared vs. 79%
  • 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 16%, while trade counts were up 22%
  • Cleared notionals were down 17%, while trade counts were up 28%
  • SEF notionals were down 19%, while trade counts were up 27%
  • 78% of total notional was cleared vs. 79%
  • 54% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 8%, while trade counts were up 8%
  • Both cleared notionals and trade counts were up 5% and 22% respectively
  • Both SEF notionals and trade counts were up 19% and 34% respectively
  • 78% of total notional was cleared vs. 68%
  • 68% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 21% and 53% respectively
  • Both cleared notionals and trade counts were up 13% and 48% respectively
  • Both SEF notionals and trade counts were up 18% and 51% respectively
  • 76% of total notional was cleared vs. 80%
  • 69% of total notional was executed On SEF vs. 70%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending July 3, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 19%
  • Cleared notionals decreased 7%, while trade counts were up 21%
  • Both SEF notionals and trade counts were up 2% and 27% respectively
  • 77% of total notional was cleared vs. 79%
  • 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 7%, while trade counts were up 17%
  • Cleared notionals were down 6%, while trade counts were up 24%
  • SEF notionals were down 13%, while trade counts were up 12%
  • 79% of total notional was cleared vs. 78%
  • 54% of total notional was executed On SEF vs. 57%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 9%, while trade counts were up 6%
  • Both cleared notionals and trade counts were up 5% and 21% respectively
  • Both SEF notionals and trade counts were up 19% and 33% respectively
  • 78% of total notional was cleared vs. 67%
  • 68% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 22% and 59% respectively
  • Both cleared notionals and trade counts were up 21% and 56% respectively
  • Both SEF notionals and trade counts were up 23% and 58% respectively
  • 77% of total notional was cleared vs. 78%
  • 67% of total notional was executed On SEF vs. 66%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending June 26, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 20%
  • Cleared notionals decreased 7%, while trade counts were up 21%
  • Both SEF notionals and trade counts were up 3% and 27% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were down 19% and 1% respectively
  • Cleared notionals were down 16%, while trade counts were up 19%
  • SEF notionals were down 10%, while trade counts were up 15%
  • 85% of total notional was cleared vs. 82%
  • 66% of total notional was executed On SEF vs. 59%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 10%, while trade counts were up 4%
  • Both cleared notionals and trade counts were up 4% and 20% respectively
  • Both SEF notionals and trade counts were up 19% and 32% respectively
  • 78% of total notional was cleared vs. 67%
  • 68% of total notional was executed On SEF vs. 51%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 2% and 42% respectively
  • Both cleared notionals and trade counts were up 2% and 44% respectively
  • Both SEF notionals and trade counts were up 9% and 53% respectively
  • 73% of total notional was cleared, flat with last week
  • 65% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending June 19, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 4%, while trade counts increased 20%
  • Cleared notionals decreased 7%, while trade counts were up 21%
  • Both SEF notionals and trade counts were up 3% and 28% respectively
  • 76% of total notional was cleared vs. 79%
  • 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 15%, while trade counts were up 9%
  • Cleared notionals were down 12%, while trade counts were up 20%
  • SEF notionals were down 7%, while trade counts were up 14%
  • 82% of total notional was cleared vs. 79%
  • 58% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

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 5% and 19% respectively
  • Both SEF notionals and trade counts were up 20% and 31% respectively
  • 78% of total notional was cleared vs. 67%
  • 68% of total notional was executed On SEF vs. 51%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 36% and 41% respectively
  • Both cleared notionals and trade counts were up 26% and 42% respectively
  • Both SEF notionals and trade counts were up 12% and 41% respectively
  • 68% of total notional was cleared vs. 73%
  • 51% of total notional was executed On SEF vs. 62%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending June 12, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals decreased 3%, while trade counts increased 20%
  • Cleared notionals decreased 7%, while trade counts were up 21%
  • Both SEF notionals and trade counts were up 4% and 29% respectively
  • 76% of total notional was cleared vs. 79%
  • 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 31%, while trade counts were up 3%
  • Cleared notionals were down 32%, while trade counts were up 9%
  • SEF notionals were down 31%, while trade counts were up 11%
  • 79% of total notional was cleared vs. 81%
  • 52% of total notional was executed On SEF this week, flat with last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 13%, while trade counts remained flat
  • Both cleared notionals and trade counts were up 3% and 16% respectively
  • Both SEF notionals and trade counts were up 19% and 29% respectively
  • 79% of total notional was cleared vs. 66%
  • 69% of total notional was executed On SEF vs. 50%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 5% and 38% respectively
  • Both cleared notionals and trade counts were up 11% and 44% respectively
  • Both SEF notionals and trade counts were up 23% and 51% respectively
  • 72% of total notional was cleared vs. 68%
  • 65% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending June 5, 2015

Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 3% and 28% respectively
  • Cleared notionals were flat, while trade counts were up 27%
  • Both SEF notionals and trade counts were up 10% and 33% respectively
  • 76% of total notional was cleared vs. 78%
  • 57% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 20%, while trade counts were up 26%
  • Cleared notionals were down 23%, while trade counts were up 35%
  • SEF notionals were down 21%, while trade counts were up 32%
  • 80% of total notional was cleared vs. 84%
  • 57% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 9%, while trade counts were up 5%
  • Both cleared notionals and trade counts were up 8% and 23% respectively
  • Both SEF notionals and trade counts were up 23% and 34% respectively
  • 79% of total notional was cleared vs. 66%
  • 69% of total notional was executed On SEF vs. 51%

2015 current week vs. 2014 current week

  • Both CDS notionals and trade counts were up 10% and 24% respectively
  • Both cleared notionals and trade counts were up 2% and 28% respectively
  • Both SEF notionals and trade counts were up 7% and 31% respectively
  • 69% of total notional was cleared vs. 74%
  • 63% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending May 29, 2015

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%

Go to the SwapsInfo IRD Price/Transaction page

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%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending May 22, 2015

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 7%
  • SEF notionals were down 7%, while trade counts were up 17%
  • 74% of total notional was cleared vs. 78%
  • 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were down 22% and 11% respectively
  • Both cleared notionals and trade counts were down 23% and 10% respectively
  • Both SEF notionals and trade counts were down 17% and 4% respectively
  • 80% of total notional was cleared vs. 81%
  • 64% of total notional was executed On SEF vs. 61%

Go to the SwapsInfo IRD Price/Transaction page

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

  • Both overall CDS notionals and trade counts were down 39% and 30% respectively
  • Both cleared notionals and trade counts were down 38% and 32% respectively
  • Both SEF notionals and trade counts were down 40% and 33% respectively
  • 79% of total notional was cleared vs. 77%
  • Total notional executed On SEF remained consistent at 68%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending May 15, 2015

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 7%
  • SEF notionals were down 6%, while trade counts were up 17%
  • 74% of total notional was cleared vs. 78%
  • 56% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 21%, while trade counts increased 22%
  • Cleared notionals were down 25%, while trade counts were up 22%
  • SEF notionals were down 17%, while trade counts were up 28%
  • 78% of total notional was cleared vs. 81%
  • 57% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 9%, while trade counts were up 4%
  • Both cleared notionals and trade counts were up 11% and 24% respectively
  • Both SEF notionals and trade counts were up 29% and 38% respectively
  • 79% 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 19%, while trade counts were up 11%
  • Cleared notionals were down 17%, while trade counts were up 12%
  • SEF notionals were down 14%, while trade counts were up 14%
  • 76% of total notional was cleared vs. 74%
  • 70% of total notional was executed On SEF vs. 65%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending May 8, 2015

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%

Go to the SwapsInfo IRD Price/Transaction page

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%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending May 1, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals were down 12%, while trade counts increased 12%
  • Cleared notionals were down 17%, while trade counts were up 5%
  • SEF notionals were down 7%, while trade counts were up 15%
  • 73% of total notional was cleared vs. 78%
  • 56% 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 27%
  • Both cleared notionals and trade counts were up 29% and 23% respectively
  • Both SEF notionals and trade counts were up 43% and 18% respectively
  • 76% of total notional was cleared vs. 75%
  • 60% of total notional was executed On SEF vs. 53%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Overall CDS notionals were down 10%, while trade counts were up 1%
  • Both cleared notionals and trade counts were up 11% and 23% respectively
  • Both SEF notionals and trade counts were up 31% and 38% respectively
  • 80% of total notional was cleared vs. 64%
  • 70% of total notional was executed On SEF vs. 48%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 35% and 17% respectively
  • Cleared notionals were down 16%, while trade counts were up 6%
  • SEF notionals were down 2%, while trade counts increased 11%
  • 67% of total notional was cleared vs. 52%
  • 60% of total notional was executed On SEF vs. 40%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending April 24, 2015

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%

Go to the SwapsInfo IRD Price/Transaction page

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%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending April 17, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals were down 16%, while trade counts increased 9%
  • Cleared notionals were down 21%, while trade counts were up 2%
  • SEF notionals were down 11%, while trade counts were up 13%
  • 73% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 52%