Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

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Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

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Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

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Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

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Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

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Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

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Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

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Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

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

2016 current week vs. 2015 current week

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

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional