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%

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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 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%

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Weekly On-SEF Notional