Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 22% and 8% respectively
• Both cleared notionals and trade counts were up 30% and 17% respectively
• Both SEF notionals and trade counts increased 21%
• 88% of total notional was cleared vs. 83%
• 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts increased 70% and 16% respectively
• Both cleared notionals and trade counts were up 85% and 27% respectively
• Both SEF notionals and trade counts increased 93% and 32% respectively
• 93% of total notional was cleared vs. 85%
• 67% of total notional was executed On SEF vs. 59%

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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 16% and 22% respectively
• Both cleared notionals and trade counts decreased 19% and 25% respectively
• Both SEF notionals and trade counts decreased 20% and 27% respectively
• 78% of total notional was cleared vs. 82%
• 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were down 2% and 7% respectively
• Both cleared notionals and trade counts decreased 2% and 7% respectively
• SEF notionals increased 2%, while trade counts decreased 7%
• 77% of total notional was cleared, flat with last year
• 73% of total notional was executed On SEF vs. 71%

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Weekly On-SEF Notional