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October 31, 2011

SGX publish IRS CCP notionals

I might not be the first to notice, but if you can navigate the SGX website, you'll find their monthly statistics update, which now includes OTC IRS broken out, here's the full report PDF, check at the top of page 16. The SGX IRS page is here. I've charted the data from Nov 10 to end Sept implying a flat volume from the total prior to July. A total of USD 135bn of notional is a respectable amount, and is sort of comparable with CME, although CME provide 'open positions' rather than notionals.


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