Cleared swaps surge $6.6trn at US G-Sibs in Q2

Cleared swaps held by the eight systemically important US banks increased 5% in notional terms in the quarter to end-June, while bilateral notionals edged down 1%.

Notional amounts of over-the-counter derivatives cleared through a central counterparty stood at $128 trillion for Q2, compared with $121 trillion in Q1, whereas those for non-cleared were $107 trillion down from $108 trillion. 

Dollar-wise, Goldman Sachs increased its cleared portfolio the most, by $2.8 trillion (14%) for $23.1

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: