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%

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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 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%

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Weekly On-SEF Notional

 

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%

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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

 

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%

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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

 

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

 

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

 

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

 

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

 

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%

 

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional