Interest Rates Derivatives

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

  • Both overall interest rate notionals and trade counts increased 18% and 5% respectively
  • Both cleared notionals and trade counts were up 26% and 14% respectively
  • Both SEF notionals and trade counts increased 24% and 15% respectively
  • 87% of total notional was cleared vs. 82%
  • 59% 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 56% and 4% respectively
  • Both cleared notionals and trade counts were up 70% and 15% respectively
  • Both SEF notionals and trade counts increased 50% and 24% respectively
  • 88% of total notional was cleared vs. 81%
  • 52% of total notional was executed On SEF vs. 54%

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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 43% and 44% respectively
  • Both cleared notionals and trade counts decreased 48%
  • Both SEF notionals and trade counts decreased 48%
  • 76% of total notional was cleared vs. 82%
  • 72% 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 30% and 37% respectively
  • Both cleared notionals and trade counts decreased 32% and 38% respectively
  • Both SEF notionals and trade counts decreased 32% and 39% respectively
  • 77% of total notional was cleared vs. 79%
  • 73% of total notional was executed On SEF vs. 75%

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 11% and 2% respectively
  • Both cleared notionals and trade counts were up 19% and 11% respectively
  • Both SEF notionals and trade counts increased 19% and 11% respectively
  • 87% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 57%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 12%, while trade counts decreased 1%
  • Both cleared notionals and trade counts were up 21% and 6% respectively
  • Both SEF notionals and trade counts increased 42% and 11% respectively
  • 88% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 48%

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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 47%
  • Both cleared notionals and trade counts decreased 52% and 51% respectively
  • Both SEF notionals and trade counts decreased 52% and 51% respectively
  • 76% of total notional was cleared vs. 82%
  • 72% 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 51% and 54% respectively
  • Both cleared notionals and trade counts decreased 52% and 56% respectively
  • Both SEF notionals and trade counts decreased 52% and 57% respectively
  • 80% of total notional was cleared vs. 82%
  • 77% 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 11% and 3% respectively
  • Both cleared notionals and trade counts were up 18% and 12% respectively
  • Both SEF notionals and trade counts increased 15% and 11% respectively
  • 87% of total notional was cleared vs. 82%
  • 60% of total notional was executed On SEF vs. 58%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 18% and 1% respectively
  • Both cleared notionals and trade counts were up 27% and 9% respectively
  • Both SEF notionals and trade counts increased 29% and 9% respectively
  • 88% of total notional was cleared vs. 83%
  • 61% of total notional was executed On SEF vs. 56%

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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 46% and 45% respectively
  • Both cleared notionals and trade counts decreased 51% and 49% respectively
  • Both SEF notionals and trade counts decreased 52% and 50% respectively
  • 75% of total notional was cleared vs. 82%
  • 70% 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 47% and 46% respectively
  • Both cleared notionals and trade counts decreased 51% and 52% respectively
  • Both SEF notionals and trade counts decreased 53%
  • 78% of total notional was cleared vs. 84%
  • 73% 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 9% and 3% respectively
  • Both cleared notionals and trade counts were up 16% and 13% respectively
  • Both SEF notionals and trade counts increased 11%
  • 86% of total notional was cleared vs. 81%
  • 60% of total notional was executed On SEF vs. 59%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 7%, while trade counts remained flat
  • Both cleared notionals and trade counts were up 14% and 13% respectively
  • Both SEF notionals and trade counts increased 10% and 14% respectively
  • 87% of total notional was cleared vs. 82%
  • 62% of total notional was executed On SEF vs. 61%

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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 46% and 45% respectively
  • Both cleared notionals and trade counts decreased 51% and 48% respectively
  • Both SEF notionals and trade counts decreased 51% and 49% respectively
  • 74% of total notional was cleared vs. 82%
  • 69% 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 37% and 34% respectively
  • Both cleared notionals and trade counts decreased 44% and 40% respectively
  • Both SEF notionals and trade counts decreased 43% and 41% respectively
  • 72% of total notional was cleared vs. 81%
  • 69% 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 9% and 4% respectively
  • Both cleared notionals and trade counts were up 16% and 14% respectively
  • Both SEF notionals and trade counts increased 11% and 10% respectively
  • 86% of total notional was cleared vs. 81%
  • 59% of total notional was executed On SEF vs. 58%

2017 current week vs. 2016 current week

  • Both overall interest rate notionals and trade counts increased 6% and 11% respectively
  • Both cleared notionals and trade counts were up 14% and 22% respectively
  • Both SEF notionals and trade counts increased 1% and 22% respectively
  • 86% of total notional was cleared vs. 80%
  • 56% of total notional was executed On SEF vs. 58%

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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 48%
  • Both cleared notionals and trade counts decreased 53% and 50% respectively
  • Both SEF notionals and trade counts decreased 54% and 51% respectively
  • 74% of total notional was cleared vs. 82%
  • 70% 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 61%
  • Both cleared notionals and trade counts decreased 66% and 61% respectively
  • Both SEF notionals and trade counts decreased 66% and 62% respectively
  • 71% of total notional was cleared vs. 81%
  • 65% 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 11% and 1% respectively
  • Both cleared notionals and trade counts were up 17% and 10% respectively
  • Both SEF notionals and trade counts increased 16% and 5% respectively
  • 86% of total notional was cleared vs. 82%
  • 61% of total notional was executed On SEF vs. 59%

2017 current week vs. 2016 current week

  • Overall interest rate notionals increased 24%, while trade counts decreased 4%
  • Both cleared notionals and trade counts were up 34% and 5% respectively
  • Both SEF notionals and trade counts increased 42% and 5% respectively
  • 88% of total notional was cleared vs. 81%
  • 66% of total notional was executed On SEF vs. 58%

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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 40%
  • Both cleared notionals and trade counts decreased 46% and 44% respectively
  • Both SEF notionals and trade counts decreased 46% and 45% respectively
  • 75% of total notional was cleared vs. 83%
  • 71% of total notional was executed On SEF vs. 80%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 59% and 54% respectively
  • Both cleared notionals and trade counts decreased 64% and 58% respectively
  • Both SEF notionals and trade counts decreased 64% and 58% respectively
  • 74% of total notional was cleared vs. 84%
  • 71% 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 decreased 12% and 8% respectively
  • Cleared notionals were down 9%, while trade counts remained flat
  • Both SEF notionals and trade counts decreased 12% and 7% respectively
  • 85% of total notional was cleared vs. 82%
  • 59% 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 12% and 8% respectively
  • Cleared notionals were down 9%, while trade counts remained flat
  • Both SEF notionals and trade counts decreased 12% and 7% respectively
  • 85% of total notional was cleared vs. 82%
  • 59% of total notional was executed On SEF, flat with last year

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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 25% and 33% respectively
  • Both cleared notionals and trade counts decreased 31% and 38% respectively
  • Both SEF notionals and trade counts decreased 32% and 39% respectively
  • 76% of total notional was cleared vs. 83%
  • 71% of total notional was executed On SEF vs. 79%

2017 current week vs. 2016 current week

  • Both overall CDS notionals and trade counts were down 25% and 33% respectively
  • Both cleared notionals and trade counts decreased 31% and 38% respectively
  • Both SEF notionals and trade counts decreased 32% and 39% respectively
  • 76% of total notional was cleared vs. 83%
  • 71% of total notional was executed On SEF vs. 79%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 3% respectively
  • Both cleared notionals and trade counts were up 24% and 13% respectively
  • Both SEF notionals and trade counts increased 11% and 8% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 20% and 36% respectively
  • Both cleared notionals and trade counts were up 27% and 50% respectively
  • Both SEF notionals and trade counts increased 19% and 45% respectively
  • 87% of total notional was cleared vs. 83%
  • 55% of total notional was executed On SEF vs. 56%

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Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 1% and 5% respectively
  • Both cleared notionals and trade counts increased 3% and 6% respectively
  • Both SEF notionals and trade counts increased 6% and 8% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 37% and 33% respectively
  • Both cleared notionals and trade counts were down 41% and 37% respectively
  • Both SEF notionals and trade counts decreased 40% and 38% respectively
  • 74% of total notional was cleared vs. 79%
  • 71% of total notional was executed On SEF vs. 75%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 16% and 3% respectively
  • Both cleared notionals and trade counts were up 24% and 12% respectively
  • Both SEF notionals and trade counts increased 10% and 7% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts decreased 22% and 9% respectively
  • Cleared notionals were down 16%, while trade counts were flat
  • Both SEF notionals and trade counts decreased 26% and 1% respectively
  • 86% of total notional was cleared vs. 80%
  • 55% of total notional was executed On SEF vs. 58%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 2% and 6% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • Both SEF notionals and trade counts increased 7% and 9% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 3% and 11% respectively
  • Both cleared notionals and trade counts were down 9% and 13% respectively
  • Both SEF notionals and trade counts decreased 10% and 15% respectively
  • 77% of total notional was cleared vs. 82%
  • 74% of total notional was executed On SEF vs. 80%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional

Interest Rates Derivatives

2016 year-to-date vs. 2015 year-to-date

  • Both overall interest rate notionals and trade counts increased 17% and 3% respectively
  • Both cleared notionals and trade counts were up 25% and 12% respectively
  • Both SEF notionals and trade counts increased 11% and 7% respectively
  • 84% of total notional was cleared vs. 78%
  • 55% of total notional was executed On SEF vs. 57%

2016 current week vs. 2015 current week

  • Both overall interest rate notionals and trade counts increased 53% and 31% respectively
  • Both cleared notionals and trade counts were up 69% and 42% respectively
  • Both SEF notionals and trade counts increased 42% and 31% respectively
  • 89% of total notional was cleared vs. 81%
  • 59% of total notional was executed On SEF vs. 64%

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Credit Default Swaps

2016 year-to-date vs. 2015 year-to-date

  • Both overall CDS notionals and trade counts were up 2% and 6% respectively
  • Both cleared notionals and trade counts increased 5% and 8% respectively
  • Both SEF notionals and trade counts increased 7% and 10% respectively
  • 81% of total notional was cleared vs. 79%
  • 76% of total notional was executed On SEF vs. 72%

2016 current week vs. 2015 current week

  • Both overall CDS notionals and trade counts decreased 25% and 26% respectively
  • Both cleared notionals and trade counts were down 29% and 28% respectively
  • Both SEF notionals and trade counts decreased 35%
  • 79% of total notional was cleared vs. 78%
  • 72% of total notional was executed On SEF vs. 78%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional