Interest Rates Derivatives

  • In the week following the September IMM date, overall rates trading was down 27% from the previous week
  • 27% less volume was cleared, and 22% less was executed On SEF than in the previous week
  • 80% of total notional was cleared this week, vs. 79% 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 increased 4% from the previous week
  • Notional cleared was up 16%, and 36% more was executed On SEF than in the previous week
  • 84% of total notional was cleared this week, up from 75% last week
  • 76% of total notional was executed On SEF this week, up from 58% last week

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Weekly On-SEF Notional

Interest Rates Derivatives

  • Overall rates trading was up 5% from the previous week
  • 10% more volume was cleared, and 6% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week, vs. 76% last week
  • 50% of total notional was executed On SEF this week, which was consistent with last week

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Credit Default Swaps

  • Overall CDS notional amounts increased 34% from the previous week
  • Notional cleared was up 43%, and 25% more was executed On SEF than in the previous week
  • 76% of total notional was cleared this week, up from 71% last week
  • 58% of total notional was executed On SEF this week, down from 62% last week

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Weekly On-SEF Notional

 

Interest Rates Derivatives

 

  • Overall rates trading was up 25% from the previous week
  • 22% more volume was cleared, and 11% more was executed On SEF than in the previous week
  • 76% of total notional was cleared this week, vs. 78% 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 31% from the previous week
  • Notional cleared was up 21%, and 23% more was executed On SEF than in the previous week
  • 71% of total notional was cleared this week, up from 77% last week
  • 63% of total notional was executed On SEF this week, up from from 67% last week

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Weekly On-SEF Notional

Interest Rates Derivatives

in98

 

  • Overall rates trading was up 18% from the previous week
  • 20% more volume was cleared, and 30% more was executed On SEF than in the previous week
  • 78% of total notional was cleared this week, vs. 76% last week
  • 55% of total notional was executed On SEF this week vs. 50% last week

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Credit Default Swaps

cd98
  • Overall CDS notional amounts increased 33% from the previous week
  • Notional cleared was up 38%, and 43% more was executed On SEF than in the previous week
  • 77% of total notional was cleared this week, up from 75% last week
  • 67% of total notional was executed On SEF this week, up from from 63% last week

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Weekly On-SEF Notional

weekly98

Interest Rates Derivatives

cds
  • Overall rates trading was down 13% from the previous week
  • 18% less volume was cleared, and 21% less was executed On SEF than in the previous week
  • 74% of total notional was cleared this week, vs. 79% last week
  • 47% of total notional was executed On SEF this week vs. 52% last week

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 Credit Default Swaps

cds
  • Overall CDS notional amounts dropped 27% from the previous week
  • Notional cleared was down 33%, and 41% less was executed On SEF than in the previous week
  • 74% of total notional was cleared this week, down from 80% last week
  • 56% of total notional was executed On SEF this week, down from 69% last week

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Weekly On-SEF Notional 2014--05-27 OnSEF

Interest Rates Derivatives

1-0815
  • Overall rates trading was up 8% from the previous week
  • 11% more volume was cleared, and 14% more was executed On SEF than in the previous week
  • 78% of total notional was cleared this week, vs. 76% last week
  • 52% of total notional was executed On SEF this week vs. 49% last week

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Credit Default Swaps

2-0815

  • Overall CDS notional amounts dropped 30% from the previous week
  • Notional cleared was down 31%, and 32% less was executed On SEF than in the previous week
  • 81% of total notional was cleared this week, down from 82% last week
  • 70% of total notional was executed On SEF this week, down from 71% last week

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Weekly On-SEF Notional

3-0815

Interest Rates Derivatives

2014-08-11 IRD 2
  • Overall rates trading was down 9% from the previous week
  • 11% less volume was cleared, and 12% less was executed On SEF than in the previous week
  • 76% of total notional was cleared this week vs. 78% last week
  • 49% of total notional was executed On SEF this week vs. 51% last week

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Credit Default Swaps

2014-08-11 CDS 2
  • Overall CDS notional amounts climbed 16% from the previous week
  • Notional cleared was up 16%, and 14% more was executed On SEF than in the previous week
  • 82% of total notional was cleared this week, which was consistent with last week
  • 72% of total notional was executed on SEF this week, down from 73% last week

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Weekly On-SEF Notional

2014-08-11 OnSEF

 

Interest Rates Derivatives

ird-august-1-14
  • Overall rates trading was down 23% from the previous week
  • 22% less volume was cleared, and 24% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week, which was consistent with last week
  • 55% of total notional was executed On SEF this week vs. 56% last week

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Credit Default Swaps

cds-august-1-14
  • Overall CDS notional amounts climbed 52% from the previous week
  • Notional cleared was up 59%, and 67% more was executed On SEF than in the previous week
  • 85% of total notional was cleared this week, up from 82% last week
  • 78% of total notional was executed on SEF this week, up from 72% last week

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Weekly On-SEF Notional

sef-august-1-14

 

Interest Rates Derivatives

ird-july25

  • Overall rates trading was up 19% from the previous week
  • 23% more volume was cleared, and 45% more was executed On SEF than in the previous week
  • 79% of total notional was cleared this week vs. 76% last week
  • 56% of total notional was executed On SEF this week vs. 46% last week

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Credit Default Swaps

cds-july25
  • Overall CDS notional amounts dropped 30% from the previous week
  • Notional cleared was down by 27%, and 28% less was executed On SEF than in the previous week
  • 82% of total notional was cleared this week, up from 80% last week.
  • 72% of total notional was executed on SEF this week, up from 71% last week.

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Weekly On-SEF Notional

sef-july25

Interest Rates Derivatives

ird-july18
  • Overall rates trading was down 15% from the previous week
  • 18% less volume was cleared, and 30% less was executed On SEF than in the previous week
  • 76% of total notional was cleared this week vs. 79% last week
  • 46% of total notional was executed On SEF this week vs. 56% last week

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Credit Default Swaps

cds-july18
  • Overall CDS notional amounts climbed 2% from the previous week
  • Notional cleared rose by 1%, and 3% more was executed On SEF than in the previous week
  • 80% of total notional was cleared this week, flat with last week.
  • 70% of total notional was executed on SEF this week, flat with last week.

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Weekly On-SEF Notional

sef-july18