Wednesday, March 3, 2010

ICE cleared $6.3 trillion of credit default swaps

Since launch, ICE's credit default swaps (CDS) clearing houses have cleared $6.3 trillion in gross notional value on more than 100,000 transactions. ICE now offers CDS clearing for 53 indexes and 64 single name instruments across the U.S. and Europe.
  • ICE Trust U.S. (ICE Trust) has cleared $4.2 trillion of gross notional value, including $47 billion in single-name instruments, resulting in combined open interest of $285 billion.
  • ICE Clear Europe has cleared euro 1.5 trillion ($2.1 trillion) of gross notional value, including euro 97 billion in single-name instruments, resulting in euro 169 billion ($231 billion) of combined open interest.

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