Interest Rates Derivatives

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

• Both interest rate notionals and trade counts increased 37% and 26%, respectively
• Both cleared notionals and trade counts were up 38% and 30%, respectively
• Both SEF notionals and trade counts increased 33%
• 87% of total notional was cleared, flat with last year
• 57% of total notional was executed On SEF vs. 59%

2018 current week vs. 2017 current week

• Both interest rate notionals and trade counts increased 2% and 6%, respectively
• Both cleared notionals and trade counts were up 0.37% and 10%, respectively
• Both SEF notionals and trade counts increased 7% and 12%, respectively
• 86% of total notional was cleared vs. 88%
• 55% of total notional was executed On SEF vs. 52%

Credit Default Swaps

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

• Both CDS notionals and trade counts increased 77% and 35%, respectively
• Both cleared notionals and trade counts were up 91% and 48%, respectively
• Both SEF notionals and trade counts increased 92% and 48%, respectively
• 82% of total notional was cleared vs. 76%
• 78% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

• Both CDS notionals and trade counts increased 77% and 41%, respectively
• Both cleared notionals and trade counts were up 96% and 58%, respectively
• Both SEF notionals and trade counts increased 99% and 60%, respectively
• 86% of total notional was cleared vs. 77%
• 82% of total notional was executed On SEF vs. 74%

Weekly On-SEF Notional