Article: CCP Notionals Scoresheet08 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.
This article was first published in edition 10 of Rocket, our magazine. Download available Rocket editions here, and save your up to date address in your profile to to indicate your interest in receiving a