Quarterly Metrics Report
This report is intended for the sole use of the G18 members and should not be sent to any third party 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 March 2007
1
Credit Derivatives
Monthly Total Deal Volumes
16 000
14 000
12 000
Number of Deals
10 000
8 000
6 000
4 000
2 000
0
сен.05 окт.05 ноя.05 дек.05 янв.06 фев.06 мар.06 апр.06 май.06 июн.06 июл.06 авг.06 сен.06 окт.06 ноя.06 дек.06 янв.07 фев.07
Monthly Deal Volume - Average
Monthly Deal Volume - Median
Quarterly Trend Report March 2007
2
Credit Derivatives
Average Electronic and Non-electronic Volumes
14 000
12 000
10 000
Number of Deals
8 000
6 000
4 000
2 000
0
сен.05 окт.05 ноя.05 дек.05 янв.06 фев.06 мар.06 апр.06 май.06 июн.06 июл.06 авг.06 сен.06 окт.06 ноя.06 дек.06 янв.07 фев.07
Average Monthly Electronic Deal Volume
Average Monthly Non-electronic Deal Volume
Quarterly Trend Report March 2007
3
Credit Derivatives
Average Electronic Volume as % of Average Total Volume
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%
0%
сен.05
окт.05 ноя.05 дек.05 янв.06 фев.06 мар.06 апр.06 май.06 июн.06 июл.06 авг.06
сен.06
окт.06 ноя.06 дек.06 янв.07 фев.07
Average Electronic Deal Volume as % of Average Total Deal Volume
Quarterly Trend Report March 2007
4
Credit Derivatives
Electronic Deal Volumes vs. Electronically Eligible Volumes
14 000
12 000
Number of Deals
10 000
8 000
6 000
4 000
2 000
ноя.06
дек.06
Eligible for Electronic Confirmation
янв.07
фев.07
Electronically Confirmed
Quarterly Trend Report March 2007
5
Credit Derivatives
Outstanding Confirmations
12 000
Number of outstanding confirmations
10 000
8 000
6 000
4 000
2 000
сен.05 окт.05 ноя.05 дек.05 янв.06 фев.06 мар.06 апр.06 май.06 июн.06июл.06 авг.06 сен.06 окт.06 ноя.06 дек.06 янв.07 фев.07
Average Total Outstanding Confirmations
Average Outstanding Confirmations Greater than 30 days
Quarterly Trend Report March 2007
6
Credit Derivatives
% Reduction of Outstanding Confirmations
100%
90%
80%
70%
% Reduction
60%
50%
40%
30%
20%
10%
0%
окт.05 ноя.05 дек.05 янв.06 фев.06 мар.06 апр.06 май.06 июн.06 июл.06 авг.06 сен.06 окт.06 ноя.06 дек.06 янв.07 фев.07
% Reduction of Total Number of Outstanding Confirmations
% Reduction of Outstanding Confirmations Greater than 30 days
Quarterly Trend Report March 2007
7
Credit Derivatives
Volume of Pre- and Post-Netted Settlements
160 000
Volume of settlements
140 000
120 000
100 000
80 000
60 000
40 000
20 000
0
сен.05 окт.05 ноя.05 дек.05 янв.06 фев.06 мар.06 апр.06 май.06 июн.06 июл.06 авг.06 сен.06 окт.06 ноя.06 дек.06
Average number of pre-netted settlements
Average number of post-netted settlement
Median number of pre-netted settlements
Median number of post-netted settlements
Quarterly Trend Report March 2007
8
Equity Derivatives
Monthly Total Deal Volumes
7000
Number of Deals
6000
5000
4000
3000
2000
1000
0
авг.06
сен.06
окт.06
ноя.06
дек.06
Monthly Deal Volume - Average
Quarterly Trend Report March 2007
янв.07
фев.07
Monthly Deal Volume - Median
9
Equity Derivatives
Average Electronic and Non-electronic Volumes
6000
Number of Deals
5000
4000
3000
2000
1000
0
авг.06
сен.06
окт.06
ноя.06
дек.06
янв.07
фев.07
Average Monthly Electronic Deal Volume
Average Monthly Non-electronic Deal Volume
Quarterly Trend Report March 2007
10
Equity Derivatives
Average Electronic Volume as % of Average Total Volume
30%
25%
20%
15%
10%
5%
0%
авг.06
сен.06
окт.06
ноя.06
дек.06
янв.07
фев.07
Average Electronic Deal Volume as % of Average Total Deal Volume
Quarterly Trend Report March 2007
11
Equity Derivatives
Electronic Deal Volumes vs Electronic Eligible Volumes
2 500
Number of Deals
2 000
1 500
1 000
500
ноя.06
дек.06
Electronically Eligible
янв.07
фев.07
Electronic Deal Volumes
Quarterly Trend Report March 2007
12
Equity Derivatives
Outstanding Confirmations
6000
Number of outstanding confirmations
5000
4000
3000
2000
1000
0
авг.06
сен.06
окт.06
ноя.06
дек.06
янв.07
фев.07
Average Total Outstanding Confirmations
Average Outstanding Confirmations Greater than 30 days
Quarterly Trend Report March 2007
13
Equity Derivatives
% Reduction of Outstanding Confirmations
100%
80%
60%
% Reduction
40%
20%
0%
сен.06
окт.06
ноя.06
дек.06
янв.07
фев.07
-20%
-40%
% Reduction of Total Number of Outstanding Confirmations
% Reduction of Outstanding Confirmations Greater than 30 days
Quarterly Trend Report March 2007
14
Interest Rate Derivatives
Monthly Total Deal Volumes
14000
12000
Number of Deals
10000
8000
6000
4000
2000
0
авг.06
сен.06
окт.06
Monthly Deal Volume - Average
ноя.06
дек.06
янв.07
фев.07
Monthly Deal Volume - Median
Quarterly Trend Report March 2007
15
Interest Rate Derivatives
Average Electronic and Non-electronic Volumes
8000
7000
6000
Number of Deals
5000
4000
3000
2000
1000
0
авг.06
сен.06
окт.06
Average Monthly Electronic Deal Volume
ноя.06
дек.06
янв.07
фев.07
Average Monthly Non-electronic Deal Volume
Quarterly Trend Report March 2007
16
Interest Rate Derivatives
Average Electronic Volume as % of Average Total Volume
50%
45%
40%
35%
30%
25%
20%
15%
10%
5%
0%
авг.06
сен.06
окт.06
ноя.06
дек.06
янв.07
фев.07
Average Electronic Deal Volume as % of Average Total Deal Volume
Quarterly Trend Report March 2007
17
Interest Rate Derivatives
Electronic Deal Volumes vs Electronic Eligible Volumes
8 000
Number of Deals
7 000
6 000
5 000
4 000
3 000
2 000
1 000
ноя.06
дек.06
Electronically Eligible
янв.07
фев.07
Electronic Deal Volumes
Quarterly Trend Report March 2007
18
Interest Rate Derivatives
Outstanding Confirmations
7000
Number of outstanding confirmations
6000
5000
4000
3000
2000
1000
0
авг.06
сен.06
окт.06
ноя.06
дек.06
янв.07
фев.07
Average Total Outstanding Confirmations
Average Outstanding Confirmations Greater than 30 days
Quarterly Trend Report March 2007
19
Interest Rate Derivatives
% Reduction of Outstanding Confirmations
100%
80%
% Reduction
60%
40%
20%
0%
сен.06
окт.06
ноя.06
дек.06
янв.07
фев.07
-20%
% Reduction of Total Number of Outstanding Confirmations
% Reduction of Outstanding Confirmations Greater than 30 days
Quarterly Trend Report March 2007
20