SwapClear Info Blast

SwapClear have put out a briefing on the trillions and millions they process, highlights include: Total notional cleared: USD 290 trillion Total client notional cleared: USD 226 billion Total number
November 15, 2011 - Editor
Category: Clearing

SwapClear have put out a briefing on the trillions and millions they process, highlights include:

  • Total notional cleared: USD 290 trillion
  • Total client notional cleared: USD 226 billion
  • Total number of trades cleared in October 2011: 42,800
  • Total notional of trades cleared in October 2011: USD 20.6 trillion
  • 2011 average number of new trades cleared per day: 1495
  • 2011 average number of backloaded trades per day: 400
  • Number of FCMs and clearing members: 59
  • Number of SwapClear dealers: 79
CME numbers:
  • Notional cleared in October in IRS & CDS: USD 45 billion
    • of which inter-dealer: USD 6 billion
  • Open interest in IRS: USD 77 billion

Original source at LCH here, PDF of their release here.

Original source at CME here, PDF of their release here.


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