Interest Rates Derivatives

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

• Both interest rate notional and trade count increased 28% and 19%, respectively
• Both cleared notional and trade count were up 36% and 40%, respectively
• Both On-SEF notional and trade count increased 40% and 55%, respectively
• 88% of total notional was cleared vs. 84%
• 57% of total notional was executed On SEF vs. 52%

2018 current week vs. 2017 current week

• Both interest rate notional and trade count increased 44% and 42%, respectively
• Both cleared notional and trade count were up 48% and 67%, respectively
• Both On-SEF notional and trade count increased 87% and 101%, respectively
• 88% of total notional was cleared vs. 86%
• 59% of total notional was executed On SEF vs. 46%

Credit Default Swaps

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

• Both CDS notional and trade count increased 48% and 20%, respectively
• Both cleared notional and trade count were up 57% and 30%, respectively
• Both On-SEF notional and trade count increased 58% and 30%, respectively
• 84% of total notional was cleared vs. 79%
• 80% of total notional was executed On SEF vs. 74%

2018 current week vs. 2017 current week

• Both CDS notional and trade count increased 52% and 43%, respectively
• Both cleared notional and trade count were up 68% and 57%, respectively
• Both On-SEF notional and trade count increased 69% and 58%
• 82% of total notional was cleared vs. 74%
• 78% of total notional was executed On SEF vs. 71%

Weekly On-SEF Notional