November 15, 2011
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 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
