Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 6%, respectively
  • Both cleared notionals and trade counts were up 21% and 15%, respectively
  • Both SEF notionals and trade counts increased 17% and 18%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 26% and 17%, respectively
  • Both cleared notionals and trade counts were down 28% and 16%, respectively
  • Both SEF notionals and trade counts decreased 38% and 16%, respectively
  • 86% of total notional was cleared vs. 89%
  • 49% of total notional was executed On SEF vs. 59%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 5% and 17%, respectively
  • Both cleared notionals and trade counts decreased 6% and 17%, respectively
  • Both SEF notionals and trade counts decreased 6% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • CDS notionals were up 9%, while trade counts were down 9%
  • Cleared notionals increased 21%, while trade counts decreased 6%
  • SEF notionals were up 19%, while trade counts decreased 7%
  • 83% of total notional was cleared vs. 75%
  • 80% of total notional was executed On SEF vs. 73%

 

 

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 23% and 16%, respectively
  • Both SEF notionals and trade counts increased 19% and 19%
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 13%, while trade counts decreased 6%
  • Cleared notionals were up 20%, while trade counts were down 1%
  • Both SEF notionals and trade counts increased 26% and 6%, respectively
  • 88% of total notional was cleared vs. 84%
  • 58% of total notional was executed On SEF vs. 52%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 5% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 17%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • CDS notionals were up 6%, while trade counts were down 15%
  • Cleared notionals increased 11%, while trade counts decreased 17%
  • SEF notionals were up 9%, while trade counts decreased 17%
  • 83% of total notional was cleared vs. 79%
  • 78% of total notional was executed On SEF vs. 75%

 

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 23% and 16%, respectively
  • Both SEF notionals and trade counts increased 18% and 19%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 10%, while trade counts decreased 20%  
  • Cleared notionals were up 15%, while trade counts were down 16%
  • SEF notionals increased 23%, while trade counts decreased 12%
  • 87% of total notional was cleared vs. 83%
  • 61% of total notional was executed On SEF vs. 54%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 5% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 17%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • CDS notionals were up 2%, while trade counts were down 14%
  • Cleared notionals increased 7%, while trade counts decreased 10%
  • SEF notionals were up 12%, while trade counts decreased 6%
  • 83% of total notional was cleared vs. 79%
  • 79% of total notional was executed On SEF vs. 72%

 

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 34% and 6%, respectively
  • Both cleared notionals and trade counts were up 39% and 17%, respectively
  • Both SEF notionals and trade counts increased 69% and 22%, respectively
  • 88% of total notional was cleared vs. 85%
  • 59% of total notional was executed On SEF vs. 47%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 17%, respectively
  • Both cleared notionals and trade counts decreased 7% and 18%, respectively
  • Both SEF notionals and trade counts decreased 7% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both CDS notionals were and trade counts were down 9% and 19%, respectively
  • Both cleared notionals and trade counts were down 7% and 18%, respectively
  • Both SEF notionals and trade counts decreased 5% and 18%, respectively
  • 85% of total notional was cleared vs. 83%

 

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 17% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 26% and 12%, respectively
  • Both cleared notionals and trade counts were up 30% and 20%, respectively
  • Both SEF notionals and trade counts increased 28% and 24%, respectively
  • 87% of total notional was cleared vs. 84%
  • 52% of total notional was executed On SEF, flat with last year

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 6% and 17%, respectively
  • Both cleared notionals and trade counts decreased 8% and 17%, respectively
  • Both SEF notionals and trade counts decreased 8% and 19%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both CDS notionals were and trade counts were up 3% and 21%, respectively
  • Cleared notionals were up 4%, while trade counts were down 23%
  • SEF notionals increased 1%, while trade counts decreased 24%
  • 82% of total notional was cleared vs. 76%
  • 76% of total notional was executed On SEF vs. 74%

 

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 17% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 37% and 32%, respectively
  • Both cleared notionals and trade counts were up 47%
  • Both SEF notionals and trade counts increased 64% and 51%, respectively
  • 88% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 51%

 

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 7% and 17%, respectively
  • Both cleared notionals and trade counts decreased 9% and 18%, respectively
  • Both SEF notionals and trade counts decreased 9% and 20%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Both CDS notionals were and trade counts were down 2% and 17%, respectively
  • Both cleared notionals and trade counts decreased 8% and 20%, respectively
  • Both SEF notionals and trade counts decreased 5% and 19%, respectively
  • 74% of total notional was cleared vs. 79%
  • 67% of total notional was executed On SEF vs. 69%

 

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 22% and 16%, respectively
  • Both SEF notionals and trade counts increased 16% and 19%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 8% and 1%, respectively
  • Cleared notionals decreased 5%, while trade counts were up 8%
  • SEF notionals decreased 3% ,while trade counts increased 9%
  • 85% of total notional was cleared vs. 82%
  • 53% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 7% and 17%, respectively
  • Both cleared notionals and trade counts decreased 9% and 18%, respectively
  • Both SEF notionals and trade counts decreased 9% and 20%, respectively
  • 80% of total notional was cleared vs. 82%
  • 75% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 19%, while trade counts were down 11%
  • Cleared notionals increased 14%, while trade counts decreased 15%
  • SEF notionals increased 17%, while trade counts decreased 14%
  • 81% of total notional was cleared vs. 84%
  • 78% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 15% and 5%, respectively
  • Both cleared notionals and trade counts were up 20% and 14%, respectively
  • Both SEF notionals and trade counts increased 15% and 17%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 12% and 6%, respectively
  • Both cleared notionals and trade counts were up 17% and 16%, respectively
  • Both SEF notionals and trade counts increased 8% and 20%, respectively
  • 86% of total notional was cleared vs. 82%
  • 49% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 9% and 19%, respectively
  • Both cleared notionals and trade counts decreased 11% and 19%, respectively
  • Both SEF notionals and trade counts decreased 11% and 21%, respectively
  • 80% of total notional was cleared vs. 82%
  • 75% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 44% and 9%, respectively
  • Both cleared notionals and trade counts increased 40% and 5%, respectively
  • Both SEF notionals and trade counts increased 39% and 4%, respectively
  • 81% of total notional was cleared vs. 84%
  • 76% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
  • Both cleared notionals and trade counts were up 23% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 11% and 12%, respectively
  • Both cleared notionals and trade counts were up 13% and 18%, respectively
  • Both SEF notionals and trade counts increased 14% and 17%, respectively
  • 88% of total notional was cleared vs. 86%
  • 57% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 8% and 18%, respectively
  • Both cleared notionals and trade counts decreased 10% and 19%, respectively
  • Both SEF notionals and trade counts decreased 10% and 20%, respectively
  • 80% of total notional was cleared vs. 81%
  • 75% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 14%, while trade counts were down 12%
  • Cleared notionals increased 8%, while trade counts decreased 16%
  • SEF notionals increased 11%, while trade counts decreased 15%
  • 84% of total notional was cleared vs. 89%
  • 80% of total notional was executed On SEF vs. 82%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

  • Both overall interest rate notionals and trade counts increased 18% and 8%, respectively
  • Both cleared notionals and trade counts were up 24% and 17%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, respectively
  • 88% of total notional was cleared vs. 84%
  • 55% of total notional was executed On SEF, flat with last year

 

 

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 19% and 6%, respectively
  • Both cleared notionals and trade counts were up 25% and 18%, respectively
  • Both SEF notionals and trade counts increased 7% and 11%, respectively
  • 89% of total notional was cleared vs. 84%
  • 49% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Transaction page

Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

  • Both overall CDS notionals and trade counts were down 9% and 18%, respectively
  • Both cleared notionals and trade counts decreased 11% and 19%, respectively
  • Both SEF notionals and trade counts decreased 11% and 21%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

  • Overall CDS notionals were up 4%, while trade counts were down 10%
  • Cleared notionals increased 3%, while trade counts decreased 12%
  • SEF notionals increased 5%, while trade counts decreased 12%
  • 83% of total notional was cleared vs. 84%
  • 75% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Transaction page

Weekly On-SEF Notional