Interest Rates Derivatives

2017 year-to-date vs. 2016 year-to-date

• Both overall interest rate notionals and trade counts increased 21% and 8% respectively
• Both cleared notionals and trade counts were up 28% and 16% respectively
• Both SEF notionals and trade counts increased 21%
• 88% of total notional was cleared vs. 83%
• 56% of total notional was executed On SEF, flat with last year

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts increased 31% and 21% respectively
• Both cleared notionals and trade counts were up 34% and 33% respectively
• Both SEF notionals and trade counts increased 39% and 34% respectively
• 89% of total notional was cleared vs. 86%
• 57% of total notional was executed On SEF vs. 54%

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Credit Default Swaps

2017 year-to-date vs. 2016 year-to-date

• Both overall CDS notionals and trade counts were down 17% and 23% respectively
• Both cleared notionals and trade counts decreased 20% and 25% respectively
• Both SEF notionals and trade counts decreased 21% and 28% respectively
• 79% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 77%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were down 6% and 15% respectively
• Both cleared notionals and trade counts decreased 4% and 13% respectively
• Both SEF notionals and trade counts decreased 6% and 19% respectively
• 82% of total notional was cleared vs. 80%
• 75% of total notional was executed On SEF, flat with last year

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Weekly On-SEF Notional