Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 23% and 7% respectively
  • Both cleared notionals and trade counts were up 30% and 15% respectively
  • Both SEF notionals and trade counts increased 21% and 20% 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

  • Overall interest rate notionals and trade counts increased 19% and 9% respectively
  • Both cleared notionals and trade counts were up 25% and 22% respectively
  • Both SEF notionals and trade counts increased 9% and 27% respectively
  • 90% of total notional was cleared vs. 85%
  • 60% of total notional was executed On SEF vs. 65%

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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 20% and 26% respectively
  • Both cleared notionals and trade counts decreased 24% and 29% respectively
  • Both SEF notionals and trade counts decreased 24% and 30% 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 4% and 24% respectively
  • Both cleared notionals and trade counts decreased 12% and 25% respectively
  • Both SEF notionals and trade counts decreased 12% and 27% respectively
  • 76% of total notional was cleared vs. 83%
  • 72% of total notional was executed On SEF vs. 79%

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 6% respectively
  • Both cleared notionals and trade counts were up 29% and 14% respectively
  • Both SEF notionals and trade counts increased 21% and 19% respectively
  • 87% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 55%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 8% but trade counts decreased 2%
  • Both cleared notionals and trade counts were up 11% and 4% respectively
  • Both SEF notionals and trade counts increased 30% and 24% respectively
  • 88% of total notional was cleared vs. 85%
  • 52% of total notional was executed On SEF vs. 44%

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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 21% and 27% respectively
  • Both cleared notionals and trade counts decreased 25% and 29% respectively
  • Both SEF notionals and trade counts decreased 25% and 31% 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 23% and 29% respectively
  • Both cleared notionals and trade counts decreased 30% and 31% respectively
  • Both SEF notionals and trade counts decreased 31% and 33% respectively
  • 76% of total notional was cleared vs. 83%
  • 72% of total notional was executed On SEF vs. 79%

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 23% and 6% respectively
  • Both cleared notionals and trade counts were up 31% and 15% respectively
  • Both SEF notionals and trade counts increased 21% and 19% 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

  • Both overall interest rate notionals and trade counts increased 21% and 12% respectively
  • Both cleared notionals and trade counts were up 28% and 24% respectively
  • Both SEF notionals and trade counts increased 3% and 27% respectively
  • 85% of total notional was cleared vs. 81%
  • 49% 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 21% and 26% respectively
  • Both cleared notionals and trade counts decreased 24% and 29% respectively
  • Both SEF notionals and trade counts decreased 25% and 31% 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 40% and 9% respectively
  • Both cleared notionals and trade counts increased 33% and 10% respectively
  • Both SEF notionals and trade counts increased 34% and 7% respectively
  • 79% of total notional was cleared vs. 83%
  • 73% 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 24% and 6% respectively
  • Both cleared notionals and trade counts were up 31% and 14% respectively
  • Both SEF notionals and trade counts increased 22% and 18% 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 8% and 10% respectively
  • Both cleared notionals and trade counts were down 4%
  • SEF notionals decreased 26%, while trade counts increased 8%
  • 89% of total notional was cleared vs. 85%
  • 49% of total notional was executed On SEF vs. 61%

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 24% and 28% respectively
  • Both cleared notionals and trade counts decreased 27% and 31% respectively
  • Both SEF notionals and trade counts decreased 27% and 32% 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

  • Overall CDS notionals were up 11%, while trade counts were down 11%
  • Cleared notionals increased 2%, while trade counts decreased 14%
  • SEF notionals increased 3%, while trade counts decreased 16%
  • 76% of total notional was cleared vs. 82%
  • 70% 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 26% and 7% respectively
  • Both cleared notionals and trade counts were up 34% and 16% respectively
  • Both SEF notionals and trade counts increased 26% and 19% respectively
  • 88% of total notional was cleared vs. 82%
  • 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

  • Overall interest rate notionals remained flat, while trade counts decreased 13%
  • Cleared notionals were up 8%, while trade counts were down 3%
  • Both SEF notionals and trade counts decreased 11% and 5% respectively
  • 89% of total notional was cleared vs. 82%
  • 49% 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 25% and 29% respectively
  • Both cleared notionals and trade counts decreased 28% and 32% respectively
  • Both SEF notionals and trade counts decreased 29% and 33% respectively
  • 79% of total notional was cleared vs. 82%
  • 75% 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 9% and 19% respectively
  • Both cleared notionals and trade counts decreased 18% and 26% respectively
  • Both SEF notionals and trade counts decreased 17% and 27% respectively
  • 75% of total notional was cleared vs. 83%
  • 71% 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 28% and 8% respectively
  • Both cleared notionals and trade counts were up 36% and 17% respectively
  • Both SEF notionals and trade counts increased 29% and 20% respectively
  • 87% of total notional was cleared vs. 82%
  • 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 20% and 5% respectively
  • Both cleared notionals and trade counts were up 30% and 18% respectively
  • Both SEF notionals and trade counts increased 9% and 15% respectively
  • 86% of total notional was cleared vs. 80%
  • 48% of total notional was executed On SEF vs. 53%

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 26% and 29% respectively
  • Both cleared notionals and trade counts decreased 29% and 32% respectively
  • Both SEF notionals and trade counts decreased 29% and 34% respectively
  • 79% of total notional was cleared vs. 82%
  • 75% 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 6% and 18% respectively
  • Both cleared notionals and trade counts decreased 10% and 20% respectively
  • Both SEF notionals and trade counts decreased 10% and 22% respectively
  • 82% of total notional was cleared vs. 85%
  • 78% of total notional was executed On SEF vs. 81%

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 28% and 8% respectively
  • Both cleared notionals and trade counts were up 36% and 17% respectively
  • Both SEF notionals and trade counts increased 30% and 21% respectively
  • 88% of total notional was cleared vs. 83%
  • 57% 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 78% and 26% respectively
  • Both cleared notionals and trade counts were up 92% and 37% respectively
  • Both SEF notionals and trade counts increased 108% and 40% respectively
  • 88% of total notional was cleared vs. 81%
  • 56% of total notional was executed On SEF vs. 48%

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 27% and 30% respectively
  • Both cleared notionals and trade counts decreased 30% and 33% respectively
  • Both SEF notionals and trade counts decreased 31% and 34% respectively
  • 79% of total notional was cleared vs. 81%
  • 75% 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 9% and 6% respectively
  • Both cleared notionals and trade counts increased 11% and 6% respectively
  • Both SEF notionals and trade counts increased 8% and 3% respectively
  • 85% of total notional was cleared vs. 83%
  • 75% 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 25% and 7% respectively
  • Both cleared notionals and trade counts were up 32% and 15% respectively
  • Both SEF notionals and trade counts increased 26% and 19% respectively
  • 87% of total notional was cleared vs. 83%
  • 57% 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 48% and 26% respectively
  • Both cleared notionals and trade counts were up 50% and 30% respectively
  • Both SEF notionals and trade counts increased 53% and 69% respectively
  • 87% of total notional was cleared vs. 86%
  • 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 30% and 33% respectively
  • Both cleared notionals and trade counts decreased 33% and 36% respectively
  • Both SEF notionals and trade counts decreased 34% and 37% respectively
  • 78% of total notional was cleared vs. 81%
  • 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 47% and 39% respectively
  • Both cleared notionals and trade counts increased 52% and 45% respectively
  • Both SEF notionals and trade counts increased 47% and 42% respectively
  • 83% of total notional was cleared vs. 81%
  • 77% 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 23% and 6% respectively
  • Both cleared notionals and trade counts were up 31% and 14% respectively
  • Both SEF notionals and trade counts increased 24% and 16% respectively
  • 88% of total notional was cleared vs. 82%
  • 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 16% and 7% respectively
  • Both cleared notionals and trade counts were up 20% and 15% respectively
  • Both SEF notionals and trade counts increased 10% and 19% respectively
  • 86% of total notional was cleared vs. 83%
  • 51% 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 38%
  • Both cleared notionals and trade counts decreased 42% and 41% respectively
  • Both SEF notionals and trade counts decreased 42%
  • 77% of total notional was cleared vs. 81%
  • 73% 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 6% and 7% respectively
  • Both cleared notionals and trade counts decreased 10% and 9% respectively
  • Both SEF notionals and trade counts decreased 12% and 11% respectively
  • 79% of total notional was cleared vs. 83%
  • 73% of total notional was executed On SEF vs. 79%

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 24% and 5% respectively
  • Both cleared notionals and trade counts were up 32% and 14% respectively
  • Both SEF notionals and trade counts increased 25% and 16% respectively
  • 88% of total notional was cleared vs. 82%
  • 57% 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 64% and 14% respectively
  • Both cleared notionals and trade counts were up 77% and 18% respectively
  • Both SEF notionals and trade counts increased 60% and 33% respectively
  • 88% of total notional was cleared vs. 82%
  • 54% 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 41% and 40% respectively
  • Both cleared notionals and trade counts decreased 44%
  • Both SEF notionals and trade counts decreased 44% and 45% respectively
  • 77% of total notional was cleared vs. 81%
  • 73% 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 31% and 24% respectively
  • Both cleared notionals and trade counts decreased 33% and 27% respectively
  • Both SEF notionals and trade counts decreased 32% and 28% respectively
  • 81% of total notional was cleared vs. 83%
  • 79% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional