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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

 

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

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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

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Weekly On-SEF Notional

2014-10-20 OnSEF

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

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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

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Weekly On-SEF Notional

 

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

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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