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Article: CCP Notionals Scoresheet

08 November 2017 | Amir Khwaja

Notionals in IRD have increased since January, some from OIS which has a larger gross notional than IRS. The uncleared margin rules have boosted FX Clear, and the exchange rate from EUR to USD has appreciated increasing the values. SGX appears to be out of FX clearing, notional dropping to zero, the biggest swing is HKEX who quadrupled their IRD notional. All units in millions of USD, so 1000 below means 1 billion of USD.


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