Interest Rates Derivatives

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

• Overall interest rate notionals increased 35%, while trade counts decreased 3%
• Cleared notionals were up 42%, while trade counts were down .11%
• Both SEF notionals and trade counts increased 35% and 2%, respectively
• 89% of total notional was cleared vs. 85%
• 59% of total notional was executed On SEF, flat with last year

2018 current week vs. 2017 current week

• Overall interest rate notionals increased 35%, while trade counts decreased 3%
• Cleared notionals were up 42%, while trade counts were down .11%
• Both SEF notionals and trade counts increased 35% and 2%, respectively
• 89% of total notional was cleared vs. 85%
• 59% of total notional was executed On SEF, flat with last year

Credit Default Swaps

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

• Both overall CDS notionals and trade counts were down 9% and 23%, respectively
• Both cleared notionals and trade counts decreased 11% and 26%, respectively
• Both SEF notionals and trade counts decreased 11% and 26%, respectively
• 74% of total notional was cleared vs. 76%
• 70% of total notional was executed On SEF vs. 72%

2018 current week vs. 2017 current week

• Both CDS notionals and trade counts were down 9% and 23%, respectively
• Both cleared notionals increased and trade counts decreased 11% and 26%, respectively
• Both SEF notionals and trade counts were down 11% and 26%, respectively
• 74% of total notional was cleared vs. 76%
• 70% of total notional was executed On SEF vs. 72%

Weekly On-SEF Notional