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 45% and 14%, respectively
  • Both cleared notionals and trade counts were up 49% and 19%, respectively
  • Both SEF notionals and trade counts increased 44% and 15%, respectively
  • 89% of total notional was cleared vs. 86%
  • 56% of total notional was executed On SEF vs. 57%

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 10% and 18%, respectively
  • Both cleared notionals and trade counts decreased 12% and 19%, respectively
  • Both SEF notionals and trade counts decreased 12% 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

  • Both overall CDS notionals and trade counts were down 17% and 41%, respectively
  • Both cleared notionals and trade counts decreased 21% and 41%, respectively
  • Both SEF notionals and trade counts decreased 20% and 40%, respectively
  • 80% of total notional was cleared vs. 85%
  • 76% of total notional was executed On SEF vs. 80%

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 17% and 7%, 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. 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 61% and 23%, respectively
  • Both cleared notionals and trade counts were up 71% and 39%, respectively
  • Both SEF notionals and trade counts increased 66% and 39%, respectively
  • 88% of total notional was cleared vs. 83%
  • 53% 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 9% and 18%, respectively
  • Both cleared notionals and trade counts decreased 11% and 18%, respectively
  • Both SEF notionals and trade counts decreased 12% and 20%, 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

  • Both overall CDS notionals and trade counts were up 24% and 11%, respectively
  • Both cleared notionals and trade counts increased 25% and 13%, respectively
  • Both SEF notionals and trade counts increased 28% and 15%, respectively
  • 83% of total notional was cleared, flat with last year
  • 80% 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 16% and 7%, respectively
  • Both cleared notionals and trade counts were up 22% and 16%, respectively
  • Both SEF notionals and trade counts increased 16% and 20%, 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 decreased 16% and 5%, respectively
  • Both cleared notionals and trade counts were down 16% and 1%, respectively
  • Both SEF notionals and trade counts decreased 12% and 3%, respectively
  • 85% of total notional was cleared, flat with last year
  • 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 10% and 18%, respectively
  • Both cleared notionals and trade counts decreased 12% and 19%, respectively
  • Both SEF notionals and trade counts decreased 12% 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

  • Both overall CDS notionals and trade counts were up 39% and 18%, respectively
  • Both cleared notionals and trade counts increased 59% and 34%, respectively
  • Both SEF notionals and trade counts increased 68% and 37%, respectively
  • 83% of total notional was cleared vs. 73%
  • 80% of total notional was executed On SEF vs. 66%

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 17% and 7%, respectively
  • Both cleared notionals and trade counts were up 23% and 16%, respectively
  • Both SEF notionals and trade counts increased 17% and 20%, 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 decreased 9% and 8%, respectively
  • Cleared notionals were down 8%, while trade counts were up 5%
  • Both SEF notionals and trade counts decreased 12% and 1%, respectively
  • 86% of total notional was cleared vs. 85%
  • 54% 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 11% and 19%, respectively
  • Both cleared notionals and trade counts decreased 13% and 19%, respectively
  • Both SEF notionals and trade counts decreased 13% and 22%, 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

  • Both overall CDS notionals and trade counts were up 68% and 36%, respectively
  • Both cleared notionals and trade counts increased 79% and 48%, respectively
  • Both SEF notionals and trade counts increased 77% and 47%, respectively
  • 79% of total notional was cleared vs. 75%
  • 71% of total notional was executed On SEF vs. 68%

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 17% and 8%, respectively
  • Both cleared notionals and trade counts were up 24% and 16%, respectively
  • Both SEF notionals and trade counts increased 18% and 20%, 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

  • Overall interest rate notionals decreased 3%, while trade counts increased 2%
  • Cleared notionals were down 3%, while trade counts were up 7%
  • SEF notionals decreased 2%, while trade counts increased 15%
  • 85% of total notional was cleared vs. 84%
  • 53% 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 12% and 20%, respectively
  • Both cleared notionals and trade counts decreased 14% and 20%, respectively
  • Both SEF notionals and trade counts decreased 14% and 23%, 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

  • Both overall CDS notionals and trade counts were up 68% and 53%, respectively
  • Both cleared notionals and trade counts increased 99% and 79%, respectively
  • Both SEF notionals and trade counts increased 117% and 84%, respectively
  • 82% of total notional was cleared vs. 69%
  • 75% of total notional was executed On SEF vs. 58%

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 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 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

  • Overall interest rate notionals decreased 16%, while trade counts increased 5%
  • Cleared notionals were down 17%, while trade counts were up 15%
  • SEF notionals decreased 18%, while trade counts increased 13%
  • 84% of total notional was cleared vs. 86%
  • 53% 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 13% and 21%, respectively
  • Both cleared notionals and trade counts decreased 16% and 22%, respectively
  • Both SEF notionals and trade counts decreased 16% and 24%, 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 up 187% and 116%, respectively
  • Both cleared notionals and trade counts increased 202% and 137%, respectively
  • Both SEF notionals and trade counts increased 231% and 151%, respectively
  • 81% of total notional was cleared vs. 77%
  • 77% of total notional was executed On SEF vs. 67%

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 19% and 8%, respectively
  • Both cleared notionals and trade counts were up 26% and 17%, respectively
  • Both SEF notionals and trade counts increased 19% 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 decreased 10% and 9%, respectively
  • Cleared notionals were down 5%, while  trade counts were up 1%
  • Both SEF notionals and trade counts increased 14% and 6%, respectively
  • 87% of total notional was cleared vs. 83%
  • 62% of total notional was executed On SEF vs. 49%

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 19% and 24%, respectively
  • Both SEF notionals and trade counts decreased 19% 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 16% and 34%, respectively
  • Both cleared notionals and trade counts decreased 22% and 33%, respectively
  • Both SEF notionals and trade counts decreased 22% and 36%, respectively
  • 78% of total notional was cleared vs. 84%
  • 73% of total notional was executed On SEF vs. 80%

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 27% 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 4% and 16%, respectively
  • Both cleared notionals and trade counts were up 6% and 30%, respectively
  • Both SEF notionals and trade counts increased 1% and 32%, respectively
  • 88% of total notional was cleared vs. 86%
  • 56% of total notional was executed On SEF vs. 58%

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 18% 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

  • Both overall CDS notionals and trade counts were down 5% and 18%, respectively
  • Both cleared notionals and trade counts decreased 11% and 23%, respectively
  • Both SEF notionals and trade counts decreased 11% and 23%, respectively
  • 75% of total notional was cleared vs. 80%
  • 69% 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, 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%

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 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%

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 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