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January 8, 2015

ASX Cleared OTC Swaps Volumes Revealed

ASX begin reporting their activity on OTC IRS products

ASX have now begun publishing their activity on clearing OTC IRS products, the term 'pcp' below means 'previous corresponding period' a new one on me. In summary:

  • Volume cleared in from July to December 2013: AUD $4bn (USD 3bn)
  • Volume cleared in Dec 2014: AUD $43bn (USD 35bn)
  • Volume cleared to date: AUD $226bn (USD 183bn)
  • Current 'open interest' (double sided notional): AUD $126bn (USD 102bn)

By comparison Eurex have reached €110bn / USD 93bn of cleared IRS, and SwapClear (Global) USD 360,489bn. 

You can enjoy the ASX stats via their market announcements page, and see a sample attached in the PDF below, and page 4 extracted here. 


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