Interest Rates Derivatives

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

• Both interest rate notionals and trade counts increased 40% and 27%, respectively
• Both cleared notionals and trade counts were up 42% and 30%, respectively
• Both SEF notionals and trade counts increased 35% and 34%, respectively
• 88% of total notional was cleared vs. 87%
• 58% of total notional was executed On SEF vs. 60%

2018 current week vs. 2017 current week

• Both interest rate notionals and trade counts increased 41% and 38%, respectively
• Both cleared notionals and trade counts were up 38% and 40%, respectively
• Both SEF notionals and trade counts increased 24% and 45%, respectively
• 86% of total notional was cleared vs. 88%

Credit Default Swaps

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

• Both CDS notionals and trade counts increased 69% and 28%, respectively
• Both cleared notionals and trade counts were up 81% and 39%, respectively
• Both SEF notionals and trade counts increased 82% and 39%, respectively
• 81% of total notional was cleared vs. 76%
• 77% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

• Both CDS notionals and trade counts increased 204% and 128%, respectively
• Both cleared notionals and trade counts were up 223% and 158%, respectively
• Both SEF notionals and trade counts increased 223% and 157%, respectively
• 84% of total notional was cleared vs. 79%
• 82% of total notional was executed On SEF vs. 77%

Weekly On-SEF Notional