Interest Rates Derivatives

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

• Both overall interest rate notionals and trade counts increased 25% and 7% respectively
• Both cleared notionals and trade counts were up 32% and 15% respectively
• Both SEF notionals and trade counts increased 26% and 19% respectively
• 87% of total notional was cleared vs. 83%
• 57% of total notional was executed On SEF vs. 56%

2017 current week vs. 2016 current week

• Both overall interest rate notionals and trade counts increased 48% and 26% respectively
• Both cleared notionals and trade counts were up 50% and 30% respectively
• Both SEF notionals and trade counts increased 53% and 69% respectively
• 87% of total notional was cleared vs. 86%
• 59% of total notional was executed On SEF vs. 57%

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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 30% and 33% respectively
• Both cleared notionals and trade counts decreased 33% and 36% respectively
• Both SEF notionals and trade counts decreased 34% and 37% respectively
• 78% of total notional was cleared vs. 81%
• 74% of total notional was executed On SEF vs. 78%

2017 current week vs. 2016 current week

• Both overall CDS notionals and trade counts were up 47% and 39% respectively
• Both cleared notionals and trade counts increased 52% and 45% respectively
• Both SEF notionals and trade counts increased 47% and 42% respectively
• 83% of total notional was cleared vs. 81%
• 77% of total notional was executed On SEF, flat with last year

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Weekly On-SEF Notional