Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
  • Both cleared notionals and trade counts were up 28% and 17%, respectively
  • Both SEF notionals and trade counts increased 20% and 21%, respectively
  • 88% of total notional was cleared vs. 83%
  • 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 5% and 4%, respectively
  • Both cleared notionals and trade counts were up 9% and 13%, respectively
  • Both SEF notionals and trade counts increased 8% and 13%, respectively
  • 87% of total notional was cleared vs. 84%
  • 59% of total notional was executed On SEF vs. 57%

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Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 16% and 23%, respectively
  • Both cleared notionals and trade counts decreased 19% and 24%, respectively
  • Both SEF notionals and trade counts decreased 19% and 26%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Overall CDS notionals increased 12%, while trade counts were down 8%
  • Both cleared notionals and trade counts increased 17% and 1%, respectively
  • Both SEF notionals and trade counts increased 23% and 3%, respectively
  • 79% of total notional was cleared vs. 76%
  • 71% of total notional was executed On SEF vs. 64%

Go to the SwapsInfo CDS Price/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 21% and 8%, respectively
  • Both cleared notionals and trade counts were up 28% and 17%, respectively
  • Both SEF notionals and trade counts increased 21%
  • 88% of total notional was cleared vs. 83%
  • 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 21% and 8%, respectively
  • Both cleared notionals and trade counts were up 29% and 19%, respectively
  • Both SEF notionals and trade counts increased 33% and 24%, respectively
  • 88% of total notional was cleared vs. 83%
  • 56% of total notional was executed On SEF vs. 51%

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Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 17% and 23%, respectively
  • Both cleared notionals and trade counts decreased 19% and 25%, respectively
  • Both SEF notionals and trade counts decreased 20% and 27%, respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 14% and 30%, respectively
  • Both cleared notionals and trade counts decreased 14% and 19%, respectively
  • Both SEF notionals and trade counts decreased 10% and 19%, respectively
  • 81% of total notional was cleared, flat with last year
  • 77% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/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 21% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 17% respectively
  • Both SEF notionals and trade counts increased 20% and 21% respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 38% and 17% respectively
  • Both cleared notionals and trade counts were up 49% and 33% respectively
  • Both SEF notionals and trade counts increased 40% and 36% respectively
  • 86% of total notional was cleared vs. 80%
  • 47% of total notional was executed On SEF vs. 46%

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Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 25% respectively
  • Both SEF notionals and trade counts decreased 20% and 27% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 10% and 12% respectively
  • Both cleared notionals and trade counts decreased 12% and 3% respectively
  • Both SEF notionals and trade counts decreased 12% and 17% respectively
  • 81% of total notional was cleared vs. 83%
  • 75% of total notional was executed On SEF vs. 77%

Go to the SwapsInfo CDS Price/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 21% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 17% respectively
  • Both SEF notionals and trade counts increased 20% and 21% respectively
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 30% and 21% respectively
  • Both cleared notionals and trade counts were down 29% and 19% respectively
  • Both SEF notionals and trade counts decreased 46% and 20% respectively
  • 89% of total notional was cleared vs. 88%
  • 43% of total notional was executed On SEF vs. 56%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 19% and 25% respectively
  • Both SEF notionals and trade counts decreased 20% and 27% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 43% and 48% respectively
  • Both cleared notionals and trade counts decreased 40% and 44% respectively
  • Both SEF notionals and trade counts decreased 40% and 44% respectively
  • 86% of total notional was cleared vs. 82%
  • 83% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/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 21% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 16% respectively
  • Both SEF notionals and trade counts increased 21%
  • 88% of total notional was cleared vs. 83%
  • 56% 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 31% and 21% respectively
  • Both cleared notionals and trade counts were up 34% and 33% respectively
  • Both SEF notionals and trade counts increased 39% and 34% respectively
  • 89% of total notional was cleared vs. 86%
  • 57% of total notional was executed On SEF vs. 54%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 25% respectively
  • Both SEF notionals and trade counts decreased 21% and 28% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 6% and 15% respectively
  • Both cleared notionals and trade counts decreased 4% and 13% respectively
  • Both SEF notionals and trade counts decreased 6% and 19% respectively
  • 82% of total notional was cleared vs. 80%
  • 75% of total notional was executed On SEF, flat with last year

Go to the SwapsInfo CDS Price/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 21% and 7% respectively
  • Both cleared notionals and trade counts were up 28% and 16% respectively
  • Both SEF notionals and trade counts increased 20%
  • 88% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts decreased 5% and 6% respectively
  • Both cleared notionals and trade counts were down 6% and 5% respectively
  • SEF notionals decreased 7% while trade counts increased 15%
  • 87% of total notional was cleared vs. 88%
  • 50% of total notional was executed On SEF vs. 51%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 21% and 26% respectively
  • Both SEF notionals and trade counts decreased 21% and 28% respectively
  • 78% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 47%
  • Both cleared notionals and trade counts decreased 47% and 50% respectively
  • Both SEF notionals and trade counts decreased 47% and 51% respectively
  • 78% of total notional was cleared vs. 79%
  • 72% of total notional was executed On SEF vs. 73%

Go to the SwapsInfo CDS Price/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 22% and 8% respectively
  • Both cleared notionals and trade counts were up 30% and 17% respectively
  • Both SEF notionals and trade counts increased 21%
  • 88% of total notional was cleared vs. 83%
  • 56% 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 70% and 16% respectively
  • Both cleared notionals and trade counts were up 85% and 27% respectively
  • Both SEF notionals and trade counts increased 93% and 32% respectively
  • 93% of total notional was cleared vs. 85%
  • 67% of total notional was executed On SEF vs. 59%

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Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 16% and 22% respectively
  • Both cleared notionals and trade counts decreased 19% and 25% respectively
  • Both SEF notionals and trade counts decreased 20% and 27% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 2% and 7% respectively
  • Both cleared notionals and trade counts decreased 2% and 7% respectively
  • SEF notionals increased 2%, while trade counts decreased 7%
  • 77% of total notional was cleared, flat with last year
  • 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

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

  • Both overall interest rate notionals and trade counts increased 20% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 16% respectively
  • Both SEF notionals and trade counts increased 18% and 20% respectively
  • 88% of total notional was cleared vs. 82%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 17% and 6% respectively
  • Both cleared notionals and trade counts were up 25% and 15% respectively
  • Both SEF notionals and trade counts increased 7% and 8% respectively
  • 89% of total notional was cleared vs. 83%
  • 50% of total notional was executed On SEF vs. 55%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 16% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 25% respectively
  • Both SEF notionals and trade counts decreased 21% and 27% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 17% and 7% respectively
  • Both cleared notionals and trade counts increased 13% and 4% respectively
  • Both SEF notionals and trade counts increased 13% and 1% respectively
  • 79% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 76%

Go to the SwapsInfo CDS Price/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 20% and 8% respectively
  • Both cleared notionals and trade counts were up 28% and 17% respectively
  • Both SEF notionals and trade counts increased 18% and 21% respectively
  • 87% of total notional was cleared vs. 82%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Overall interest rate notionals decreased 5%, while trade counts increased 1%
  • Cleared notionals were down 2%, while trade counts were up 10%
  • SEF notionals decreased 11%, while trade counts increased 8%
  • 89% of total notional was cleared vs. 86%
  • 59% of total notional was executed On SEF vs. 63%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 17% and 23% respectively
  • Both cleared notionals and trade counts decreased 20% and 26% respectively
  • Both SEF notionals and trade counts decreased 21% and 28% respectively
  • 78% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 14% and 30% respectively
  • Both cleared notionals and trade counts decreased 18% and 31% respectively
  • Both SEF notionals and trade counts decreased 23% and 34% respectively
  • 76% of total notional was cleared vs. 79%
  • 67% of total notional was executed On SEF vs. 74%

Go to the SwapsInfo CDS Price/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 21% and 7% respectively
  • Both cleared notionals and trade counts were up 29% and 16% respectively
  • Both SEF notionals and trade counts increased 20%
  • 87% of total notional was cleared vs. 82%
  • 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

  • Overall interest rate notionals decreased 7%, while trade counts increased 16%
  • Both cleared notionals and trade counts were up 8% and 28% respectively
  • SEF notionals decreased 4%, while trade counts increased 25%
  • 86% of total notional was cleared vs. 74%
  • 54% of total notional was executed On SEF vs. 52%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

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

  • Both overall CDS notionals and trade counts were down 17% and 24% respectively
  • Both cleared notionals and trade counts decreased 21% and 26% respectively
  • Both SEF notionals and trade counts decreased 22% and 28% respectively
  • 79% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were up 57% and 28% respectively
  • Both cleared notionals and trade counts increased 59% and 33% respectively
  • Both SEF notionals and trade counts increased 49% and 19% respectively
  • 82% of total notional was cleared vs. 81%
  • 74% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional