Interest Rates Derivatives

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

• Both interest rate notional and trade count increased 28% and 17%, respectively
• Both cleared notional and trade count were up 29% and 21%, respectively
• Both On-SEF notional and trade count increased 29% and 25%, respectively
• 89% of total notional was cleared vs. 87%
• 57% of total notional was executed On SEF vs. 56%

2018 current week vs. 2017 current week

• Interest rate notional increased 3%, but trade count decreased 4%
• Cleared notional was up 4%, but trade count was down 1%, respectively
• Both On-SEF notional and trade count increased 16% and 2%, respectively
• 87% of total notional was cleared vs. 86%
• 54% of total notional was executed On SEF vs. 48%

Credit Default Swaps

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

• Both CDS notional and trade count increased 48% and 19%, respectively
• Both cleared notional and trade count were up 57% and 29%, respectively
• Both On-SEF notional and trade count increased 57% and 29%, respectively
• 84% of total notional was cleared vs. 79%
• 80% of total notional was executed On SEF vs. 75%

2018 current week vs. 2017 current week

• Both CDS notional and trade count increased 21% and 15%, respectively
• Both cleared notional and trade count were up 27% and 18%, respectively
• Both On-SEF notional and trade count increased 29% and 19%
• 86% of total notional was cleared vs. 81%
• 83% of total notional was executed On SEF vs. 77%

Weekly On-SEF Notional