Interest Rates Derivatives

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

• Overall interest rate notionals were down 12%, while trade counts increased 13%
• Cleared notionals were down 17%, while trade counts were up 7%
• SEF notionals were down 7%, while trade counts were up 17%
• 74% of total notional was cleared vs. 78%
• 56% of total notional was executed On SEF vs. 53%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were down 22% and 11% respectively
• Both cleared notionals and trade counts were down 23% and 10% respectively
• Both SEF notionals and trade counts were down 17% and 4% respectively
• 80% of total notional was cleared vs. 81%
• 64% of total notional was executed On SEF vs. 61%

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Credit Default Swaps

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

• Overall CDS notionals were down 10%, while trade counts were up 3%
• Both cleared notionals and trade counts were up 9% and 22% respectively
• Both SEF notionals and trade counts were up 26% and 35% respectively
• 79% of total notional was cleared vs. 66%
• 70% of total notional was executed On SEF vs. 50%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 39% and 30% respectively
• Both cleared notionals and trade counts were down 38% and 32% respectively
• Both SEF notionals and trade counts were down 40% and 33% respectively
• 79% of total notional was cleared vs. 77%
• Total notional executed On SEF remained consistent at 68%

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Weekly On-SEF Notional