Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
• Both cleared notionals and trade counts were up 28% and 17%, respectively
• Both SEF notionals and trade counts increased 21%
• 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

• Both overall interest rate notionals and trade counts increased 21% and 8%, respectively
• Both cleared notionals and trade counts were up 29% and 19%, respectively
• Both SEF notionals and trade counts increased 33% and 24%, respectively
• 88% of total notional was cleared vs. 83%
• 56% of total notional was executed On SEF vs. 51%

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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 17% and 23%, respectively
• Both cleared notionals and trade counts decreased 19% and 25%, respectively
• Both SEF notionals and trade counts decreased 20% and 27%, 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 down 14% and 30%, respectively
• Both cleared notionals and trade counts decreased 14% and 19%, respectively
• Both SEF notionals and trade counts decreased 10% and 19%, respectively
• 81% of total notional was cleared, flat with last year
• 77% of total notional was executed On SEF vs. 73%

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Weekly On-SEF Notional