Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 17% and 8%, respectively
• Both cleared notionals and trade counts were up 24% and 16%, respectively
• Both SEF notionals and trade counts increased 18% and 20%, 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 3%, while trade counts increased 2%
• Cleared notionals were down 3%, while trade counts were up 7%
• SEF notionals decreased 2%, while trade counts increased 15%
• 85% of total notional was cleared vs. 84%
• 53% of total notional was executed On SEF vs. 52%

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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 12% and 20%, respectively
• Both cleared notionals and trade counts decreased 14% and 20%, respectively
• Both SEF notionals and trade counts decreased 14% and 23%, respectively
• 79% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 76%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were up 68% and 53%, respectively
• Both cleared notionals and trade counts increased 99% and 79%, respectively
• Both SEF notionals and trade counts increased 117% and 84%, respectively
• 82% of total notional was cleared vs. 69%
• 75% of total notional was executed On SEF vs. 58%

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Weekly On-SEF Notional