Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 21% and 7% respectively
• Both cleared notionals and trade counts were up 28% and 16% respectively
• Both SEF notionals and trade counts increased 20%
• 88% of total notional was cleared vs. 83%
• 55% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts decreased 5% and 6% respectively
• Both cleared notionals and trade counts were down 6% and 5% respectively
• SEF notionals decreased 7% while trade counts increased 15%
• 87% of total notional was cleared vs. 88%
• 50% of total notional was executed On SEF vs. 51%

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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 21% and 26% respectively
• Both SEF notionals and trade counts decreased 21% and 28% respectively
• 78% 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 47%
• Both cleared notionals and trade counts decreased 47% and 50% respectively
• Both SEF notionals and trade counts decreased 47% and 51% respectively
• 78% of total notional was cleared vs. 79%
• 72% of total notional was executed On SEF vs. 73%

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Weekly On-SEF Notional