SwapClear compressed notional leaps 27% in 2018
$774 trillion of notionals compressed, up from $609 trillion in 2017
LCH SwapClear, the London-based central counterparty’s interest rate swaps clearing service, compressed $774 trillion of derivatives notionals in 2018, an increase of 27% on 2017.
Total swap notionals cleared last year grew 23% on 2017 to $1,077 trillion. The compression run rate – the notionals compressed as a share of total notionals – was 72% in 2018, compared with 70% in 2017, 58% in 2016
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
G-Sib overhaul could trim future capital needs by $45.2bn
Morgan Stanley, Goldman and BNY set to benefit most from Fed Basel III endgame proposal
Ice CDS volumes surge as investors hedge Iran shock
Single-name volumes outpace indexes as investors target specific risks
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March
Oil producers hedge rally with Brent shorts
Energy firms hedge oil spike as funds position for further gains
Methodology change drives Eurex liquidity obligation to record
Limiting offsets to private-sector securities pushes estimated hypothetical obligation up 79%
FCMs held record customer funds on eve of Iran war
F&O funds climbed 6% in February as seven brokers set new records
ForexClear stress losses surge as member concentration rises
Top five member share of IM jumps 9pp as stress losses hit six-year high
Equity trading volumes surge at Canadian, Singaporean banks
Seven of eight lenders post double-digit rise in 2025, early systemic data shows
