Interest Rates Derivatives

2018 year-to-date vs. 2017 year-to-date

• Both interest rate notionals and trade counts increased 47% and 18%, respectively
• Both cleared notionals and trade counts were up 52% and 23%, respectively
• Both SEF notionals and trade counts increased 51% and 25%, respectively
• 89% of total notional was cleared vs. 86%
• 61% of total notional was executed On SEF vs. 59%

2018 current week vs. 2017 current week

• Both interest rate notionals and trade counts increased 56% and 22%, respectively
• Both cleared notionals and trade counts were up 60% and 26%, respectively
• Both SEF notionals and trade counts increased 51% and 25%, respectively
• 87% of total notional was cleared vs. 85%
• 54% of total notional was executed On SEF vs. 56%

Credit Default Swaps

2018 year-to-date vs. 2017 year-to-date

• CDS notionals increased 16%, while trade counts decreased 8%
• Cleared notionals were up 16%, while trade counts were down 9%
• SEF notionals increased 15%, while trade counts decreased 10%
• 75% of total notional was cleared vs. 76%
• 71% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

• Both CDS notionals and trade counts increased 52% and 16%, respectively
• Both ceared notionals and trade counts were up 66% and 19%, respectively
• Both SEF notionals and trade counts increased 62% and 16%, respectively
• 77% of total notional was cleared vs. 71%
• 69% of total notional was executed On SEF vs. 65%

Weekly On-SEF Notional