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%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals were down 4%, while trade counts were up 36%
  • Cleared notionals were down 14%, while trade counts were up 32%
  • SEF notionals were down 3% and trade counts were up 9%
  • 73% of total notional was cleared vs. 81%
  • 60% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals were down 4%, while trade counts were up 36%
  • Cleared notionals were down 14%, while trade counts were up 32%
  • SEF notionals were down 3% and trade counts were up 9%
  • 73% of total notional was cleared vs. 81%
  • 60% 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 Analysis: week ending April 10, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals were down 17%, while trade counts increased 8%
  • Cleared notionals were down 22%, while trade counts were at 0%
  • SEF notionals were down 12%, while trade counts were up 11%
  • 73% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were down 25% and 7% respectively
  • Both cleared notionals and trade counts were down 27% and 9% respectively
  • Both SEF notionals and trade counts were down 15% and 5% respectively
  • 77% of total notional was cleared vs. 79%
  • 57% of total notional was executed On SEF vs. 50%

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 down 1%
  • Both cleared notionals and trade counts were up 12% and 22% respectively
  • Both SEF notionals and trade counts were up 33% and 38% respectively
  • 80% of total notional was cleared vs. 64%
  • 71% of total notional was executed On SEF vs. 47%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 35% and 32% respectively
  • Both cleared notionals and trade counts were down 40% and 40% respectively
  • Both SEF notionals and trade counts decreased 37% and 40% respectively
  • 72% of total notional was cleared vs. 78%
  • 65% of total notional was executed On SEF vs. 67%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending April 3, 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 1%
  • SEF notionals were down 12%, while trade counts were up 12%
  • 73% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Both overall interest rate notionals and trade counts were down 30% and 9% respectively
  • Both cleared notionals and trade counts were down 31% and 14% respectively
  • Both SEF notionals and trade counts were down 23% and 20% respectively
  • 78% of total notional was cleared vs. 80%
  • 60% 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 1%
  • Both cleared notionals and trade counts were up 16% and 27% respectively
  • Both SEF notionals and trade counts were up 40% and 46% respectively
  • 81% of total notional was cleared vs. 63%
  • 71% of total notional was executed On SEF vs. 46%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were down 22% and 23% respectively
  • Both cleared notionals and trade counts were down 20% and 23% respectively
  • Both SEF notionals and trade counts decreased 6% and 18% respectively
  • 79% of total notional was cleared vs. 76%
  • 71% 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 March 27, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals were down 15%, while trade counts increased 11%
  • Cleared notionals were down 21%, while trade counts were up 2%
  • SEF notionals were down 11%, while trade counts were up 15%
  • 72% of total notional was cleared vs. 77%
  • 54% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

  • Overall interest rate notionals were down 4%, while trade counts were up 13%
  • Cleared notionals were down 5%, while trade counts were up 7%
  • Both SEF notionals and trade counts were up 15% and 17% respectively
  • 77% of total notional was cleared vs. 78%
  • 62% 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 8%, while trade counts were up 3%
  • Both cleared notionals and trade counts were up 19% and 31% respectively
  • Both SEF notionals and trade counts were up 44% and 52% respectively
  • 81% of total notional was cleared vs. 62%
  • 71% of total notional was executed On SEF vs. 45%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were up 15%
  • Both cleared notionals and trade counts were up 31% and 25% respectively
  • Both SEF notionals and trade counts increased 61% and 37% respectively
  • 83% of total notional was cleared vs. 72%
  • 73% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending March 20, 2015

Interest Rates Derivatives

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

  • Overall interest rate notionals were down 16%, while trade counts increased 10%
  • Cleared notionals were down 22%, while trade counts were up 1%
  • SEF notionals were down 13%, while trade counts were up 15%
  • 72% of total notional was cleared vs. 77%
  • 54% 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 35% respectively
  • Both cleared notionals and trade counts were up 25% and 31% respectively
  • Both SEF notionals and trade counts were up 14% and 33% respectively
  • 77% of total notional was cleared vs. 75%
  • 57% 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 2%
  • Both cleared notionals and trade counts were up 18% and 32% respectively
  • Both SEF notionals and trade counts were up 42% and 54% respectively
  • 81% of total notional was cleared vs. 61%
  • 71% of total notional was executed On SEF vs. 45%

2015 current week vs. 2014 current week

  • Both overall CDS notionals and trade counts were up 1% and 5% respectively
  • Both cleared notionals and trade counts were up 17% and 21% respectively
  • Both SEF notionals and trade counts increased 24%
  • 83% of total notional was cleared vs. 72%
  • 73% 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 March 13, 2015

Interest Rates Derivatives

 

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

€¢ Overall interest rate notionals were down 19%, while trade counts increased 8%
€¢ Both cleared notionals and trade counts were down 26% and 1% respectively
€¢ SEF notionals were down 18%, while trade counts were up 12%
€¢ 71% of total notional was cleared vs. 78%
€¢ 53% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

€¢ Overall interest rate notionals were down 27%, while trade counts were up 8%
€¢ Both cleared notionals and trade counts were down 37% and 6% respectively
€¢ SEF notionals were down 39%, while trade counts were up 8%
€¢ 70% of total notional was cleared vs. 82%
€¢ 46% 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 11%, while trade counts were up 2%
€¢ Both cleared notionals and trade counts were up 18% and 33% respectively
€¢ Both SEF notionals and trade counts were up 45% and 58% respectively
€¢ 80% of total notional was cleared vs. 60%
€¢ 70% of total notional was executed On SEF vs. 43%

2015 current week vs. 2014 current week

€¢ Overall CDS notionals and trade counts were down 22% and 13% respectively
€¢ Both cleared notionals and trade counts were down 12% and 7% respectively
€¢ Both SEF notionals and trade counts were down 11% and 8% respectively
€¢ 82% of total notional was cleared vs. 73%
€¢ 74% 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 February 27, 2015

Interest Rates Derivatives

€¢ Overall rates trading was up 14% from the previous week
€¢ Cleared volume was up 11%, and 15% more was executed On SEF than in the previous week
€¢ 74% of total notional was cleared this week, vs. 75% last week
€¢ 56% of total notional was executed On SEF this week, vs. 55% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 16% from the previous week
€¢ Notional cleared was up 6%, and 11% more was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 85% last week
€¢ 67% of total notional was executed On SEF this week, vs.70% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending February 20, 2015

Interest Rates Derivatives

€¢ Overall rates trading was down 1% from the previous week
€¢ Cleared volume remained consistent to last week, and 3% more was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 74% last week
€¢ 55% of total notional was executed On SEF this week, vs. 53% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 26% from the previous week
€¢ Notional cleared was down 17%, and 20% less was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, vs. 75% last week
€¢ 69% of total notional was executed On SEF this week, vs. 64% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending February 13, 2015

Interest Rates Derivatives

€¢ Overall rates trading was down 36% from the previous week
€¢ 34% less volume was cleared, and 45% less was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 74% last week
€¢ 54% of total notional was executed On SEF this week, vs. 62% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 2% from the previous week
€¢ Notional cleared was down 2%, and 7% less was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 78% last week
€¢ 63% of total notional was executed On SEF this week, vs. 69% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending February 6, 2015

Interest Rates Derivatives

€¢ Overall rates trading was up 59% from the previous week
€¢ 73% more volume was cleared, and 105% more was executed On SEF than in the previous week
€¢ 73% of total notional was cleared this week, vs. 67% last week
€¢ 60% of total notional was executed On SEF this week, vs. 47% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 16% from the previous week
€¢ Notional cleared was down 15%, and 15% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 80% last week
€¢ 71% of total notional was executed On SEF this week, vs. 70% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

ISDA SwapsInfo: IRD and CDS Weekly Analysis: week ending January 30, 2015

Interest Rates Derivatives

€¢ Overall rates trading was down 9% from the previous week
€¢ 10% less volume was cleared, and 10% less was executed On SEF than in the previous week
€¢ 73% of total notional was cleared this week, vs. 74% last week
€¢ 51% of total notional was executed On SEF this week, vs. 52% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 3% from the previous week
€¢ Notional cleared was down 2%, and 5% more was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 79% last week
€¢ 70% of total notional was executed On SEF this week, vs. 65% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending January 23, 2015

Interest Rates Derivatives

€¢ Overall rates trading was down 12% from the previous week
€¢ 19% less volume was cleared, and 29% less was executed On SEF than in the previous week
€¢ 74% of total notional was cleared this week, vs. 80% last week
€¢ 51% of total notional was executed On SEF this week, vs. 63% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 6% from the previous week
€¢ Notional cleared was down 10%, and 16% less was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, vs. 82% last week
€¢ 65% of total notional was executed On SEF this week, vs. 72% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending January 16, 2015

Interest Rates Derivatives

€¢ Overall rates trading was up 14% from the previous week
€¢ 18% more volume was cleared, and 18% more was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 78% last week
€¢ 65% of total notional was executed On SEF this week, vs. 63% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 3% from the previous week
€¢ Notional cleared was down 5%, and 7% less was executed On SEF than in the previous week
€¢ 83% of total notional was cleared this week, vs. 84% last week
€¢ 72% of total notional was executed On SEF this week, vs. 75% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending January 9, 2015

Interest Rates Derivatives

€¢ Overall rates trading was up 420% from the previous week
€¢ 453% more volume was cleared, and 539% more was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 72% last week
€¢ 60% of total notional was executed On SEF this week, vs. 49% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 400% from the previous week
€¢ Notional cleared was up 374%, and 371% more was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, vs. 89% last week
€¢ 75% of total notional was executed On SEF this week, vs. 80% last week

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Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending January 2, 2015

Interest Rates Derivatives

€¢ Overall rates trading was down 19% from the previous week
€¢ 28% less volume was cleared, and 36% less was executed On SEF than in the previous week
€¢ 72% of total notional was cleared this week, vs. 81% last week
€¢ 49% of total notional was executed On SEF this week, vs. 62% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 44% from the previous week
€¢ Notional cleared was up 60%, and 61% more was executed On SEF than in the previous week
€¢ 89% of total notional was cleared this week, vs. 80% last week
€¢ 81% of total notional was executed On SEF this week, vs. 72% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending December 26, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 76% from the previous week
€¢ 70% less volume was cleared, and 69% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 65% last week
€¢ 62% of total notional was executed On SEF this week, vs. 48% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 90% from the previous week
€¢ Notional cleared was down 91%, and 90% less was executed On SEF than in the previous week
€¢ 80% of total notional was cleared this week, vs. 84% last week
€¢ 72% of total notional was executed On SEF this week, vs. 73% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending December 19, 2014

Interest Rates Derivatives

€¢ Overall rates trading was up 2% from the previous week
€¢ 14% less volume was cleared, and 8% less was executed On SEF than in the previous week
€¢ 65% of total notional was cleared this week, vs. 76% last week
€¢ 48% of total notional was executed On SEF this week, vs. 53% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 49% from the previous week
€¢ Notional cleared was up 58%, and 51% more was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, vs. 78% last week
€¢ 72% of total notional was executed On SEF this week, vs. 71% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending December 12, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 20% from the previous week
€¢ 12% less volume was cleared, and 15% less was executed On SEF than in the previous week
€¢ 74% of total notional was cleared this week, vs. 68% last week
€¢ 52% of total notional was executed On SEF this week, vs. 49% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 33% from the previous week
€¢ Notional cleared was up 39%, and 45% more was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, vs. 75% last week
€¢ 71% of total notional was executed On SEF this week, vs. 65% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending December 5, 2014

Interest Rates Derivatives

€¢ Overall rates trading was up 54% from the previous week
€¢ 44% more volume was cleared, and 36% more was executed On SEF than in the previous week
€¢ 68% of total notional was cleared this week, vs. 73% last week
€¢ 49% of total notional was executed On SEF this week, vs. 55% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 48% from the previous week
€¢ Notional cleared was up 44%, and 54% more was executed On SEF than in the previous week
€¢ 75% of total notional was cleared this week, vs. 77% last week
€¢ 66% of total notional was executed On SEF this week, vs. 63% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending November 28, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 18% from the previous week
€¢ 6% less volume was cleared, and volume executed On SEF was consistent with the previous week
€¢ 72% of total notional was cleared this week, vs. 62% last week
€¢ 51% of total notional was executed On SEF this week, vs. 42% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 40% from the previous week
€¢ Notional cleared was down 42%, and 44% less was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 79% last week
€¢ 61% of total notional was executed On SEF this week, vs. 64% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending November 21, 2014

Interest Rates Derivatives

€¢ Overall rates trading was up 28% from the previous week
€¢ 15% more volume was cleared, and 16% more was executed On SEF than in the previous week
€¢ 62% of total notional was cleared this week, vs. 69% last week
€¢ 42% of total notional was executed On SEF this week, vs. 46% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts increased 63% from the previous week
€¢ Notional cleared was up 64%, and 65% more was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, consistent with last week
€¢ 65% of total notional was executed On SEF this week, vs. 64% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending November 14, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 18% from the previous week
€¢ 20% less volume was cleared, and 22% less was executed On SEF than in the previous week
€¢ 69% of total notional was cleared this week, vs. 71% last week
€¢ 46% of total notional was executed On SEF this week, vs. 48% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 36% from the previous week
€¢ Notional cleared was down 37%, and 39% less was executed On SEF than in the previous week
€¢ 79% of total notional was cleared this week, vs. 80% last week
€¢ 64% of total notional was executed On SEF this week, down from 67% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending November 7, 2014

Interest Rates Derivatives

€¢ Overall rates trading was up 27% from the previous week
€¢ 20% more volume was cleared, and 15% more was executed On SEF than in the previous week
€¢ 70% of total notional was cleared this week, vs. 74% last week
€¢ 49% of total notional was executed On SEF this week, vs. 54% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 22% from the previous week
€¢ Notional cleared was down 22%, and 24% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, vs. 81% last week
€¢ 68% of total notional was executed On SEF this week, down from 70% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending October 31, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 17% from the previous week
€¢ 13% less volume was cleared, and 8% less was executed On SEF than in the previous week
€¢ 77% of total notional was cleared this week, vs. 73% last week
€¢ 56% of total notional was executed On SEF this week, vs. 51% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 21% from the previous week
€¢ Notional cleared was down 23%, and 26% less was executed On SEF than in the previous week
€¢ 81% of total notional was cleared this week, down from 83% last week
€¢ 69% of total notional was executed On SEF this week, down from 74% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending October 24, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 11% from the previous week
€¢ 12% less volume was cleared, and 4% less was executed On SEF than in the previous week
€¢ 78% of total notional was cleared this week, vs. 89% last week
€¢ 54% of total notional was executed On SEF this week, vs. 51% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 38% from the previous week
€¢ Notional cleared was down 39%, and 36% less was executed On SEF than in the previous week
€¢ 84% of total notional was cleared this week, up from 85% last week
€¢ 76% of total notional was executed On SEF this week, up from 73% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending October 17, 2014

Interest Rates Derivatives

€¢ Overall rates trading was down 6% from the previous week
€¢ 11% less volume was cleared, and 2% less was executed On SEF than in the previous week
€¢ 78% of total notional was cleared this week, vs. 82% last week
€¢ 50% of total notional was executed On SEF this week, vs. 48% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

€¢ Overall CDS notional amounts decreased 4% from the previous week
€¢ Notional cleared was down 3%, and 3% less was executed On SEF than in the previous week
€¢ 85% of total notional was cleared this week, up from 84% last week
€¢ 73% of total notional was executed On SEF this week, consistent with last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

2014-10-20 OnSEF

IRD and CDS Weekly Analysis: week ending October 10, 2014

Interest Rates Derivatives

  • Overall rates trading was up 24% from the previous week
  • 31% more volume was cleared, and 14% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week, vs. 78% last week
  • 48% of total notional was executed On SEF this week, vs. 53% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall CDS notional amounts increased 41% from the previous week
  • Notional cleared was up 40%, and 36% more was executed On SEF than in the previous week
  • 84% of total notional was cleared this week, down from 85% last week
  • 73% of total notional was executed On SEF this week, down from 76% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending October 3, 2014

Interest Rates Derivatives

  • Overall rates trading was down 8% from the previous week
  • 9%  less volume was cleared, and 5% less was executed On SEF than in the previous week
  • 78% of total notional was cleared this week, vs. 79% last week
  • 53% of total notional was executed On SEF this week vs. 51% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

  • Overall CDS notional amounts increased 17% from the previous week
  • Notional cleared was up 18%, and 17% more was executed On SEF than in the previous week
  • 85% of total notional was cleared this week, up from 84% last week
  • 76% of total notional was executed On SEF this week, which is consistent with last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending September 26, 2014

Interest Rates Derivatives

  • In the week following the September IMM date, overall rates trading was down 27% from the previous week
  • 27% less volume was cleared, and 22% less was executed On SEF than in the previous week
  • 80% of total notional was cleared this week, vs. 79% last week
  • 54% of total notional was executed On SEF this week, vs. 51% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall CDS notional amounts increased 4% from the previous week
  • Notional cleared was up 16%, and 36% more was executed On SEF than in the previous week
  • 84% of total notional was cleared this week, up from 75% last week
  • 76% of total notional was executed On SEF this week, up from 58% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending September 19, 2014

Interest Rates Derivatives

  • Overall rates trading was up 5% from the previous week
  • 10% more volume was cleared, and 6% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week, vs. 76% last week
  • 50% of total notional was executed On SEF this week, which was consistent with last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall CDS notional amounts increased 34% from the previous week
  • Notional cleared was up 43%, and 25% more was executed On SEF than in the previous week
  • 76% of total notional was cleared this week, up from 71% last week
  • 58% of total notional was executed On SEF this week, down from 62% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

 

IRD and CDS Weekly Analysis: week ending September 12, 2014

Interest Rates Derivatives

 

  • Overall rates trading was up 25% from the previous week
  • 22% more volume was cleared, and 11% more was executed On SEF than in the previous week
  • 76% of total notional was cleared this week, vs. 78% last week
  • 49% of total notional was executed On SEF this week vs. 55% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

  • Overall CDS notional amounts increased 31% from the previous week
  • Notional cleared was up 21%, and 23% more was executed On SEF than in the previous week
  • 71% of total notional was cleared this week, up from 77% last week
  • 63% of total notional was executed On SEF this week, up from from 67% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

IRD and CDS Weekly Analysis: week ending September 5, 2014

Interest Rates Derivatives

in98

 

  • Overall rates trading was up 18% from the previous week
  • 20% more volume was cleared, and 30% more was executed On SEF than in the previous week
  • 78% of total notional was cleared this week, vs. 76% last week
  • 55% of total notional was executed On SEF this week vs. 50% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

cd98
  • Overall CDS notional amounts increased 33% from the previous week
  • Notional cleared was up 38%, and 43% more was executed On SEF than in the previous week
  • 77% of total notional was cleared this week, up from 75% last week
  • 67% of total notional was executed On SEF this week, up from from 63% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

weekly98

IRD and CDS Weekly Analysis: week ending August 22, 2014

Interest Rates Derivatives

cds
  • Overall rates trading was down 13% from the previous week
  • 18% less volume was cleared, and 21% less was executed On SEF than in the previous week
  • 74% of total notional was cleared this week, vs. 79% last week
  • 47% of total notional was executed On SEF this week vs. 52% last week

Go to the SwapsInfo IRD Price/Transaction page

 

 Credit Default Swaps

cds
  • Overall CDS notional amounts dropped 27% from the previous week
  • Notional cleared was down 33%, and 41% less was executed On SEF than in the previous week
  • 74% of total notional was cleared this week, down from 80% last week
  • 56% of total notional was executed On SEF this week, down from 69% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional 2014--05-27 OnSEF

IRD and CDS Weekly Analysis: week ending August 15, 2014

Interest Rates Derivatives

1-0815
  • Overall rates trading was up 8% from the previous week
  • 11% more volume was cleared, and 14% more was executed On SEF than in the previous week
  • 78% of total notional was cleared this week, vs. 76% last week
  • 52% of total notional was executed On SEF this week vs. 49% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

2-0815

  • Overall CDS notional amounts dropped 30% from the previous week
  • Notional cleared was down 31%, and 32% less was executed On SEF than in the previous week
  • 81% of total notional was cleared this week, down from 82% last week
  • 70% of total notional was executed On SEF this week, down from 71% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

3-0815

IRD + CDS Analysis for Week Ending August 8, 2014

Interest Rates Derivatives

2014-08-11 IRD 2
  • Overall rates trading was down 9% from the previous week
  • 11% less volume was cleared, and 12% less was executed On SEF than in the previous week
  • 76% of total notional was cleared this week vs. 78% last week
  • 49% of total notional was executed On SEF this week vs. 51% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

2014-08-11 CDS 2
  • Overall CDS notional amounts climbed 16% from the previous week
  • Notional cleared was up 16%, and 14% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week, which was consistent with last week
  • 72% of total notional was executed on SEF this week, down from 73% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

2014-08-11 OnSEF

 

IRD + CDS Analysis for Week Ending August 1, 2014

Interest Rates Derivatives

ird-august-1-14
  • Overall rates trading was down 23% from the previous week
  • 22% less volume was cleared, and 24% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week, which was consistent with last week
  • 55% of total notional was executed On SEF this week vs. 56% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

cds-august-1-14
  • Overall CDS notional amounts climbed 52% from the previous week
  • Notional cleared was up 59%, and 67% more was executed On SEF than in the previous week
  • 85% of total notional was cleared this week, up from 82% last week
  • 78% of total notional was executed on SEF this week, up from 72% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

sef-august-1-14

 

IRD + CDS Analysis for Week Ending July 25, 2014

Interest Rates Derivatives

ird-july25

  • Overall rates trading was up 19% from the previous week
  • 23% more volume was cleared, and 45% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 76% last week
  • 56% of total notional was executed On SEF this week vs. 46% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

cds-july25
  • Overall CDS notional amounts dropped 30% from the previous week
  • Notional cleared was down by 27%, and 28% less was executed On SEF than in the previous week
  • 82% of total notional was cleared this week, up from 80% last week.
  • 72% of total notional was executed on SEF this week, up from 71% last week.

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

sef-july25

IRD + CDS Analysis for Week Ending July 18, 2014

Interest Rates Derivatives

ird-july18
  • Overall rates trading was down 15% from the previous week
  • 18% less volume was cleared, and 30% less was executed On SEF than in the previous week
  • 76% of total notional was cleared this week vs. 79% last week
  • 46% of total notional was executed On SEF this week vs. 56% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds-july18
  • Overall CDS notional amounts climbed 2% from the previous week
  • Notional cleared rose by 1%, and 3% more was executed On SEF than in the previous week
  • 80% of total notional was cleared this week, flat with last week.
  • 70% of total notional was executed on SEF this week, flat with last week.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

sef-july18

IRD + CDS Analysis for Week Ending July 11, 2014

Notionals and trade counts climbed across the board in the first full week of trading after the US Independence Day holiday.

Interest Rates Derivatives

ird-july11
  • Overall rates trading was up 22% from the previous week
  • 24% more volume was cleared, and 18% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 78% last week
  • 55% of total notional was executed On SEF this week vs. 57% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds-july11
  • Overall CDS notional amounts climbed 46% from the previous week
  • Notional cleared rose by 53%, and 56% more was executed On SEF than in the previous week
  • 81% of total notional was cleared this week vs. 77% last week
  • 70% of total notional was executed on SEF this week vs 65% last week.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

sef-july11

Data sourced from DTCC and Bloomberg SEF datasets accessed by ISDA SwapsInfo. Data in this analysis may differ from results on SwapsInfo.org. Previous-week data may vary from the last Weekly Analysis due to changes such as cancellations and corrections made to the datasets in the interim.

IRD + CDS Analysis for Week Ending July 4, 2014

Due to the shortened trading week because of the U.S. Independence Day holiday on Friday, notionals were down across the board. Percentages of notional cleared and executed On SEF dipped only a bit for IRD, and increased for CDS, however.

Interest Rates Derivatives

  • Overall rates trading was down 28% from the previous week
  • 32% less volume was cleared, and 30% less was executed On SEF than in the previous week
  • 77% of total notional was cleared this week vs. 81% last week
  • 57% of total notional was executed On SEF this week vs. 59% last week
2104-07-07 IRD

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall CDS notional amounts dropped 19% from the previous week
  • Notional cleared fell by 15%, and 12% less was executed On SEF than in the previous week
  • 77% of total notional was cleared this week vs. 73% last week
  • 65% of total notional was executed on SEF this week vs 61% last week.
2104-07-07 CDS

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Weekly On-SEF Notional

2104-07-07 OnSEF

IRD + CDS Analysis for Week Ending June 27 2014

In addition to the DTCC data featured since our launch, SwapsInfo now includes Bloomberg SDR data covering cleared transactions executed on the Bloomberg SEF in IRD and CDS.

Interest Rates Derivatives

ird-june27
  • Overall rates trading was nearly flat from the previous week
  • 2% more volume was cleared, and 10% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week vs. 79% last week
  • 59% of total notional was executed On SEF this week vs. 53% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds-june27
  • Overall CDS notional amounts dropped 17% from the previous week
  • Notional cleared fell by 24%, and 28% less was executed On SEF than in the previous week
  • 70% of total notional was cleared this week vs. 77% last week
  • 57% of total notional was executed on SEF this week vs 65% last week.

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

sef-june27

Bloomberg SDR data added to SwapsInfo

ISDA SwapsInfo, the most comprehensive free site for examining and charting trade repository data on interest rate derivatives and credit default swaps, continues to expand the data available to users.

In addition to the DTCC data featured since our launch, SwapsInfo now includes cleared transactions executed on the Bloomberg SEF in IRD and CDS. Notional, trade count and volume-weighted average price information are available, and pop-up indicators make it easy to see these details broken out by source.

swapsinfo

If you haven’t visited the site yet, SwapsInfo makes it easy to transform data into interactive charts and downloadable spreadsheets.

  • Daily volume-weighted average IRD & CDS prices (for select products) and trading volumes, measured by notionals and trade count.
  • Functionality allowing users to look at trades taking place on or off SEF.
  • Weekly notional outstanding and trade count for a range of IRD products.
  • Weekly gross and net notional and trade count for CDS single names and indices since 2008.
  • Weekly market risk activity, measured by notional outstanding and trade count, for CDS single names and indices since 2010.

SwapsInfo is free and open to all, furthering ISDA’s commitment to safe, efficient markets.

IRD + CDS Analysis for Week Ending June 20, 2014

In addition to the DTCC data featured since our launch, SwapsInfo now includes Bloomberg SDR data covering cleared transactions executed on the Bloomberg SEF in IRD and CDS.

Interest Rates Derivatives

  • Overall rates trading fell 12% from the previous week
  • 13% less volume was cleared, and 9% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 80% last week
  • 53% of total notional was executed On SEF this week vs. 52% last week
2014-06-20 IRD

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Credit Default Swaps

  • Overall CDS notional amounts rose 4% from the previous week
  • Notional cleared climbed by 18%, and 23% more was executed On SEF than in the previous week
  • 77% of total notional was cleared this week vs. 67% last week
  • 65% of total notional was executed on SEF this week vs 55% last week.
2014-06-20 CDS

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Weekly On-SEF Notional

2014-06-20 OnSEF

IRD + CDS Analysis for Week Ending June 13, 2014

Interest Rates Derivatives

ird-june-13
  • Overall rates trading climbed 6% from the previous week
  • 2% more volume was cleared, and 4% less was executed On SEF than in the previous week
  • 80% of total notional was cleared this week vs. 83% last week
  • 52% of total notional was executed On SEF this week vs. 58% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

cds-june-13
  • Overall CDS notional amounts dropped 2% from the previous week
  • Notional cleared fell by 11%, and 17% less was executed On SEF than in the previous week
  • 68% of total notional was cleared this week vs. 75% last week
  • 55% of total notional was executed on SEF this week vs 65% last week. Most of this change can be attributed to a 22% drop in On SEF notional at Bloomberg.

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

sef-june-13

IRD + CDS Analysis for Week Ending June 6, 2014

Interest Rates Derivatives

  • Overall rates trading climbed 51% from the previous week
  • 59% more volume was cleared, and 56% more was executed On SEF than in the previous week
  • 83% of total notional was cleared this week vs. 79% last week
  • 57% of total notional was executed On SEF this week vs. 56% last week
ird-june-6

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Credit Default Swaps

  • Overall CDS notional amounts grew 53% from the previous week
  • Notional cleared climbed by 73%, and 70% more was executed On SEF than in the previous week
  • 75% of total notional was cleared this week vs. 66% last week
  • 65% of total notional was executed on SEF this week vs 58% last week
cds-june-6

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Weekly On-SEF Notional

sef-june-6

IRD + CDS Analysis for Week Ending May 30, 2014

SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

ird

  • Overall rates trading dropped 13% from the previous week
  • 15% less volume was cleared, and 19% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 81% last week
  • 56% of total notional was executed On SEF this week vs. 59% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

cds
  • Overall CDS notional amounts decreased 31% from the previous week
  • Notional cleared dropped by 41%, and 41% less was executed On SEF than in the previous week
  • 66% of total notional was cleared this week vs. 78% last week
  • 58% of total notional was executed on SEF this week vs 67% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

sef

SIGNUP FOR SWAPSINFO WEEKLY ANALYSIS

Data sourced from DTCC and Bloomberg SEF datasets accessed by ISDA SwapsInfo. Data in this analysis may differ from results on SwapsInfo.org. Previous-week data may vary from the last Weekly Analysis due tochanges such as cancellations and corrections made to the datasets in the interim.

IRD + CDS Analysis for Week Ending May 23, 2014

 SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

As of May 12, Bloomberg SEF stopped sending its cleared trade data to the DTCC’s trade repository. For this Weekly Analysis ending May 23, we have constructed the IRD and CDS totals by combining DTCC and Bloomberg data. However, Bloomberg data has not been integrated into the SwapsInfo website as of this writing. We will be working to reconcile the DTCC and Bloomberg repositories’ respective data in the weeks ahead.

Interest Rates Derivatives

‚¬¢ Overall rates trading dropped 17% from the previous week
‚¬¢ 19% less volume was cleared, and 5% less was executed On SEF than in the previous week
‚¬¢ 81% of total notional was cleared this week vs. 83% last week
‚¬¢ 62% of total notional was executed On SEF this week vs. 55% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps 

‚¬¢ Overall CDS notional amounts decreased 7% from the previous week
‚¬¢ Notional dropped by 3%, and 3% less was executed On SEF than in the previous week
‚¬¢ 73% of total notional was cleared this week vs. 70% last week
‚¬¢ 63% of total notional was executed on SEF this week vs 61% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional 

IRD + CDS Analysis for Week Ending May 16, 2014

 SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

As of May 12, Bloomberg SEF stopped sending its trade data to the DTCC’s trade repository, a development which is visibly reflected in the CDS On-SEF numbers and in the On-SEF chart at the bottom. We will be working to reconcile the DTCC and Bloomberg repositories’ respective data in the weeks ahead.

Interest Rates Derivatives

‚¬¢ Overall trading reported to the Swaps Data Repository (SDR) grew 29% from the previous week
‚¬¢ 31% more volume was cleared, and 36% more was executed On SEF than in the previous week
‚¬¢ 81% of total notional was cleared this week vs. 80% last week
‚¬¢ 53% of total notional was executed On SEF this week vs. 50% last week

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps 

‚¬¢ Overall CDS notional reported to the SDR decreased 37% from the previous week.
‚¬¢ Notional dropped by 61%, and 68% less was executed On SEF than in the previous week. Again, these numbers only include trades sent to the DTCC SDR, which Bloomberg’s SEF is no longer reporting to.
‚¬¢ 50% of total notional was cleared this week vs. 79% last week
‚¬¢ 30% of total notional was executed on SEF this week vs 59% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional 

IRD + CDS Analysis for Week Ending May 9, 2014

 SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

  • Overall trading reported to the SDR grew 16% from the previous week
  • 23% more volume was cleared, and 10% more was executed On SEF than in the previous week
  • 80% of total notional was cleared this week vs. 75% last week
  • 50% of total notional was executed On SEF this week vs. 53% last week
May-9-14-IRD

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Credit Default Swaps 

  • Overall CDS notional reported to the SDR decreased 34% from the previous week. Uncleared and Off SEF trades accounted for the bulk of the declines this week.
  • Notional cleared was flat. 2% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 52% last week
  • 59% of total notional was executed on SEF this week vs 39% last week
May-9-14-CDS

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Weekly On-SEF Notional 

May-9-14-SEF

IRD and CDS through May 2

 SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

  • Overall trading reported to the SDR grew 10% from the previous week
  • 7% more volume was cleared, and 7% more was executed On SEF than in the previous week
  • 75% of total notional was cleared this week vs. 77% last week
  • 52% of total notional was executed on SEF this week vs. 54% last week

si-ird-may-2 Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

  • Overall CDS notional reported to the SDR increased 66% from the previous week. There was a big spike in uncleared and off-SEF products, with some products showing huge multiples of the previous week’s notional. Of note this week:
  • The week‚¬„¢s top 3 uncleared products were CDXTrancheIG (USD); iTraxxEurope (EUR) and iTraxxAsiaExJapan (USD).
  • The week‚¬„¢s top 3 off-SEF products were iTraxxAsiaExJapan (USD); iTraxxJapan (JPY); and StandardCDXTrancheHY (USD).
  • 13% more volume was cleared and 4% more was executed On SEF than in the previous week
  • 53% of total notional was cleared this week vs. 77% last week
  • 40% of total notional was executed on SEF this week vs 62% last week

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

si-sef-may-2

Week Ending April 25th

 SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Interest Rates Derivatives

  • Overall trading reported to the SDR decreased 15% from the previous week
  • 20% less volume was cleared, and 16% less was executed On SEF than in the previous week
  • 77% of total notional was cleared this week vs. 81% last week
  • 54% of total notional was executed on SEF this week, largely unchanged from last week
aprl25-ird

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Credit Default Swaps ‚¬¢ Overall trading reported to the SDR decreased 8% from the previous week

  • 14% less volume was cleared and 13% less was executed On SEF than in the previous week
  • 78% of total notional was cleared this week vs. 83.5% last week
  • 63% of total notional was executed on SEF this week vs 66% last week
aprl25-cds

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Weekly On-SEF Notional

aprl25-sef

Data sourced from DTCC datasets accessed by ISDA SwapsInfo. Previous-week data may vary from the last Weekly Analysis due to cancellations and corrections made to the DTCC dataset in the interim. ©2014 International Swaps and Derivatives Association, Inc.

Week Ending April 18, 2014

 SIGNUP FOR THE EMAILED VERSION OF SWAPSINFO WEEKLY ANALYSIS

Data from ISDA SwapsInfo for the week ending April 18, 2014. As it was a holiday week in many markets, reported trades were down significantly.

Interest Rates Derivatives

  • Overall trading reported to the SDR decreased 15% from the previous week
  • 13% less volume was cleared, and 8% less was executed On SEF than in the previous week
  • 81% of total notional was cleared this week vs. 79% last week
  • 54% of total notional was executed on SEF this week vs. 50% last week
2014-04-18IDR

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Credit Default Swaps

  • Overall trading reported to the SDR decreased 34% from the previous week
  • 30% less volume was cleared and 34% less was executed On SEF than in the previous week
  • 83.5% of total notional was cleared this week vs. 79% last week
  • 66% of total notional was executed on SEF this week vs 65.5% last week
2014-04-CDS

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Weekly On-SEF Notional

2014-04-On-SEF[1]

 

Market Analysis – February 2014

Summary

ISDA SwapsInfo provides a wealth of information on the OTC derivatives markets, ranging from daily volume-weighted average prices for certain swaps, to weekly market risk activity for CDS and outstanding notionals and trade count for the different types of interest rate contracts.

In this space, we will take a periodic look at the data to discern key trends. How, for example, has the average daily trade size of certain interest rate derivatives contracts changed? What are the current trends in single-name CDS versus index market risk transaction activity?

This month we focus on an analysis of DTCC‚¬„¢s SDR data on interest rate derivatives activity. Our study reveals the following key rates trends this month:

  • Total cleared notional amounts have risen steadily since January 2013, driving total rates notional amounts (cleared and uncleared) higher.
  • Total uncleared notional amounts have risen more modestly from January 2013 through January 2014.
  • SEF notional amounts have grown steadily, rising 28% since October 2013; SEF trading now represents roughly 40% of total rates notional amounts.
  • Total reported notional amounts grew across FRAs, fixed-floating IRS and OIS categories; the sharpest increases were observed in OIS which increased 196% from January 2013 through January 2014.
  • To date, the data do not indicate any meaningful changes to rates average daily trade size for any rates category.

Rates Summary Statistics

We begin this analysis by comparing aggregate rates taxonomy statistics below in Chart 1. Cleared monthly notionals have shown an increasing trend from January 2013 to January 2014, driving total rates notional amounts (cleared and uncleared) higher. Reported volumes have increased 188% since the beginning of 2013. Uncleared notionals have also shown increases throughout the year albeit to a lesser extent of 36%.

SEF traded notional amounts, which are a subset of cleared rates notional amounts, have grown steadily, increasing 28% from October 2013 through January 2014. SEF trades represented roughly 40% of total rates notional amounts in January 2014.

Cleared, uncleared and SEF traded trade counts increased throughout the period under study. Average daily trade size (not shown below) remained relatively stable, indicating that both trade counts and notionals continued to grow in tandem. This is an interesting statistic, as one might anticipate an increase in trade count accompanied by a decrease in notional amount given the introduction of SEFs.

Chart 1: Rates Cleared and Uncleared Total Notional Amount Traded
And Total Trade Count by Month

si-feb14-c1

FRA, Fixed-Floating and OIS Statistics

Forward Rate Agreement (FRA) total reported notional amounts climbed throughout the period, increasing 22% from January 2013 through January 2014. As highlighted in Chart 2 below, average daily cleared notionals increased 154% during the entire period under study. Uncleared daily average notional amounts were relatively steady.

SEF traded average daily notional amounts grew steadily, increasing 367% from October 2013 through January 2014.  Roughly 85% of cleared FRA transactions have been traded on SEF in the month of January. Additionally, SEF trading represented 76% of total FRA volume measured in terms of notional amounts.

Cleared, uncleared and SEF average daily trade counts also increased throughout the period under study. The largest increases were observed in the cleared and SEF traded series where trade counts increased roughly twice as much as the uncleared series. To date, the data do not indicate any meaningful changes to FRA average daily trade size.

Chart 2: Forward Rate Agreement (FRA) Cleared and Uncleared
Daily Average Notional Amount Traded and Trade Count 

si-feb14-c2

Fixed-floating IRS total reported notional amounts doubled throughout the period from January 2013 through January 2014. As highlighted in Chart 3 below, average daily cleared notionals increased 176% during the entire period under study. Uncleared daily average notional amounts were relatively steady.

SEF traded average daily notional amounts grew, increasing 40% from October 2013 through January 2014.  Roughly 47% of cleared fixed-floating IRS transactions have been traded on SEF in the month of January. Additionally, SEF trading represented 38% of total fixed-floating IRS volume measured in terms of notional amounts.

Cleared, uncleared and SEF average daily trade counts also increased throughout the period under study. Cleared average daily trade counts doubled while uncleared trade counts remained steady. SEF traded average daily trade counts grew by 52% from October 2013 through January 2014. To date, the data do not indicate any meaningful changes to fixed-floating IRS average daily trade size.

Chart 3: Fixed Floating IRS Cleared and Uncleared
Daily Average Notional Amount Traded and Trade Count 

si-feb14-c3

Overnight Index Swap (OIS) total reported notional amounts increased 196% from January 2013 through January 2014. As highlighted in Chart 4 below, this change was driven by both cleared and uncleared OIS. Average daily cleared notionals increased 56% during the entire period under study. Uncleared daily average notional amounts increased 16%.

SEF traded average daily notional amounts grew, increasing 53% from October 2013 through January 2014.  Roughly 33% of cleared OIS transactions have been traded on SEF in the month of January. Additionally, SEF trading represented 27% of total OIS volume measured in terms of notional amounts.

Cleared, uncleared and SEF average daily trade counts also increased throughout the period under study. Cleared average daily trade counts doubled while uncleared trade counts remained steady. SEF traded average daily trade counts grew by 52% from October 2013 through January 2014. To date, the data do not indicate any meaningful changes to fixed-floating IRS average daily trade size.

Chart 4: OIS Cleared and Uncleared
Daily Average Notional Amount Traded and Trade Count 

si-feb14-c4