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%

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Credit Default Swaps

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

  • Overall CDS notionals were down 12%, while trade counts were up 2%
  • Cleared notionals were down 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%

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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 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%

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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%

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Weekly On-SEF Notional

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%

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Credit Default Swaps

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

  • Overall CDS notionals were down 12%, while trade counts were up 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%

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Weekly On-SEF Notional

2015-9-4 OnSEF

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%

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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%

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

2015 current week vs. 2014 current week

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

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Credit Default Swaps

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

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

2015 current week vs. 2014 current week

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

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Weekly On-SEF Notional

 

2015-8-21 OnSEF

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%

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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 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%

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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 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

 

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

 

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%

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Weekly On-SEF Notional