Interest Rates Derivatives

2015 year-to-date vs. 2014 year-to-date

• Overall interest rate notionals decreased 3%, while trade counts increased 13%
• Cleared notionals decreased 5%, while trade counts were up 17%
• Both SEF notionals and trade counts were up 5% and 21% respectively
• 78% of total notional was cleared vs. 79%
• 57% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were down 20% and 8% respectively
• Both cleared notionals and trade counts were down 29% and 19% respectively
• Both SEF notionals and trade counts were down 20% and 15% respectively
• 70% of total notional was cleared vs. 79%
• 51% of total notional was executed On SEF vs. 52%

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Credit Default Swaps

2015 year-to-date vs. 2014 year-to-date

• Both overall CDS notionals and trade counts were down 14% and 3% respectively
• Cleared notionals were down 7%, while trade counts were up 4%
• Both SEF notionals and trade counts were up 1% and 10% respectively
• 79% of total notional was cleared vs. 73%
• 70% of total notional was executed On SEF vs. 59%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 66% and 62% respectively
• Both cleared notionals and trade counts were down 67% and 62% respectively
• Both SEF notionals and trade counts were down 65% and 61% respectively
• 82% of total notional was cleared vs. 85%
• 76% of total notional was executed On SEF, vs. 74%

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Weekly On-SEF Notional