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%

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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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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