Interest Rates Derivatives

2015 year-to-date vs. 2014 year-to-date

• Overall interest rate notionals were down 16%, while trade counts increased 9%
• Cleared notionals were down 21%, while trade counts were up 1%
• SEF notionals were down 12%, while trade counts were up 12%
• 73% of total notional was cleared vs. 78%
• 55% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both overall interest rate notionals and trade counts were down 30% and 9% respectively
• Both cleared notionals and trade counts were down 31% and 14% respectively
• Both SEF notionals and trade counts were down 23% and 20% respectively
• 78% of total notional was cleared vs. 80%
• 60% of total notional was executed On SEF vs. 55%

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Credit Default Swaps

2015 year-to-date vs. 2014 year-to-date

• Overall CDS notionals were down 9%, while trade counts were up 1%
• Both cleared notionals and trade counts were up 16% and 27% respectively
• Both SEF notionals and trade counts were up 40% and 46% respectively
• 81% of total notional was cleared vs. 63%
• 71% of total notional was executed On SEF vs. 46%

2015 current week vs. 2014 current week

• Both overall CDS notionals and trade counts were down 22% and 23% respectively
• Both cleared notionals and trade counts were down 20% and 23% respectively
• Both SEF notionals and trade counts decreased 6% and 18% respectively
• 79% of total notional was cleared vs. 76%
• 71% of total notional was executed On SEF vs. 59%

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Weekly On-SEF Notional