Quarterly Metrics Report This report has been cleared for public display by the OMG. This report should not be sent to any third party, or used in any other report without the prior permission of Markit. We and our employees do not and will not, by virtue of this report or otherwise, assume any responsibility whether in contract, negligence or otherwise to any third party. Quarterly Trend Report December 2008 1
Credit Derivatives Monthly Deal Volumes 35000 30000 25000 20000 15000 10000 5000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Total Deal Volume Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Median Total Deal Volume Quarterly Trend Report December 2008 2
Credit Derivatives Electronic and Non-Electronic Volumes 30000 25000 20000 15000 10000 5000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Electronically Confirmed Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Average Not Electronically Confirmed Quarterly Trend Report December 2008 3
Credit Derivatives Electronic Volume as a % of Total Volume 100% 98% 96% 94% 92% 90% 88% 86% 84% 82% 80% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Confirmed as a % of Total Deal Volume Quarterly Trend Report December 2008 4
Credit Derivatives Electronically Eligible Volume as a % of Total Volume 100% 98% 96% 94% 92% 90% 88% 86% 84% 82% 80% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Eligible Deal Volume as a % of Total Deal Volume Quarterly Trend Report December 2008 5
Credit Derivatives Electronically Confirmed as a % of Electronically Eligible 100% 98% 96% 94% 92% 90% 88% 86% 84% 82% 80% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Confirmed as a % of Electronically Eligible Quarterly Trend Report December 2008 6
Credit Derivatives Outstanding Confirmations 12000 10000 8000 6000 4000 2000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Total Outstanding Confirmations Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Average Outstanding Confirmations aged over 30 days Quarterly Trend Report December 2008 7
Credit Derivatives Business Days Outstanding 1. 2 1. 0 0. 8 0. 6 0. 4 0. 2 0. 0 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Average Business Days worth of Outstanding Confirmations aged over 30 days Quarterly Trend Report December 2008 8
Credit Derivatives Volume of Pre-Netted and Post-Netted Settlements 350000 300000 250000 200000 150000 100000 50000 0 Sep- Nov- Jan- Mar- May- Jul-06 Sep- Nov- Jan- Mar- May- Jul-07 Sep- Nov- Jan- Mar- May- Jul-08 Sep- Nov 05 05 06 06 06 07 07 07 08 08 08 Average Number of Pre-netted Settlements Average Number of Post-netted Settlements Median Number of Pre-netted Settlements Median Number of Post-netted Settlements Quarterly Trend Report December 2008 9
Equity Derivatives Monthly Deal Volumes 9000 8000 7000 6000 5000 4000 3000 2000 1000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Total Deal Volume Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Median Total Deal Volume Quarterly Trend Report December 2008 10
Equity Derivatives Quarterly Trend Report December 2008 11
Equity Derivatives Electronic Volume* as a % of Total Volume 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Confirmed as a % of Total Deal Volume *Please note that Electronically Confirmed includes non-eligible trades that are processed electronically through bilateral provision. Quarterly Trend Report December 2008 12
Equity Derivatives Electronically Eligible Volume as a % of Total Volume 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Eligible Deal Volume as a % of Total Deal Volume *Please note that the specifications of the electronic eligibility reporting criteria were altered in November 2008. Quarterly Trend Report December 2008 13
Equity Derivatives Electronically Confirmed as a % of Electronically Eligible 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Confirmed as a % of Electronically Eligible Quarterly Trend Report December 2008 14
Equity Derivatives G 16 Electronically Confirmed as a % of Electronically Eligible 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Mar- Apr- May- Jun- Jul- Aug- Sep- Oct- Nov- Dec- Jan- Feb- Mar- Apr- May- Jun- Jul- Aug- Sep- Oct- Nov- Dec 07 07 07 08 08 08 Average G 16 Electronically Confirmed as a % of Electronically Eligible Quarterly Trend Report December 2008 15
Equity Derivatives Outstanding Confirmations 6000 5000 4000 3000 2000 1000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Total Outstanding Confirmations Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Average Outstanding Confirmations aged over 30 days Quarterly Trend Report December 2008 16
Equity Derivatives Business Days Outstanding 4 3. 5 3 2. 5 2 1. 5 1 0. 5 0 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Average Business Days worth of Outstanding Confirmations aged over 30 days Quarterly Trend Report December 2008 17
Interest Rate Derivatives Monthly Deal Volumes 25000 20000 15000 10000 5000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Total Deal Volume Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Median Total Deal Volume Quarterly Trend Report December 2008 18
Interest Rate Derivatives Electronic and Non-Electronic Volumes 16000 14000 12000 10000 8000 6000 4000 2000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Electronically Confirmed Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Average Not Electronically Confirmed Quarterly Trend Report December 2008 19
Interest Rate Derivatives Electronic Volume as a % of Total Volume 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Confirmed as a % of Total Deal Volume Quarterly Trend Report December 2008 20
Interest Rate Derivatives Electronically Eligible Volume as a % of Total Volume 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Eligible Deal Volume as a % of Total Deal Volume Quarterly Trend Report December 2008 21
Interest Rate Derivatives Electronically Confirmed as a % of Electronically Eligible 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Weighted Average Electronically Confirmed as a % of Electronically Eligible Quarterly Trend Report December 2008 22
Interest Rate Derivatives G 16 Electronically Confirmed as a % of Electronically Eligible 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Apr- May- Jun- Jul- Aug- Sep- Oct- Nov- Dec- Jan- Feb- Mar- Apr- May- Jun- Jul- Aug- Sep- Oct- Nov- Dec 07 07 07 08 08 08 Average G 16 Electronically Confirmed as a % of Electronically Eligible Quarterly Trend Report December 2008 23
Interest Rate Derivatives Outstanding Confirmations 9000 8000 7000 6000 5000 4000 3000 2000 1000 0 Dec-06 Feb-07 Apr-07 Jun-07 Aug-07 Oct-07 Average Total Outstanding Confirmations Dec-07 Feb-08 Apr-08 Jun-08 Aug-08 Oct-08 Dec-08 Average Outstanding Confirmations aged over 30 days Quarterly Trend Report December 2008 24
Interest Rate Derivatives Business Days Outstanding 3. 5 3 2. 5 2 1. 5 1 0. 5 0 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Average Business Days worth of Outstanding Confirmations aged over 30 days Quarterly Trend Report December 2008 25
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