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%

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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 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%

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Weekly On-SEF Notional