Daily volumes - updated daily
Below you can find the daily volume of CDS contracts cleared at CDSClear for the most recent trading day.
Single name CDS cleared
Single name CDS cleared
Index CDS cleared
Swaptions cleared
Volumes since inception - updated daily
Below you can find the total cumulative volume of CDS contracts cleared at CDSClear since launch, up until the most recent trading day.
Single name CDS cleared since launch
Single name CDS cleared since launch
Index CDS cleared since launch
Index CDS cleared since launch
Swaptions cleared since launch
Swaptions cleared since launch
Definitions:
- “Notional” is the sum of the notional for trades where both buyer and seller agree to clear the transaction. This figure is one sided. For example if A and B agree to clear 1 transaction for €2,000,000 notional and C and D agree to clear 1 transaction for €3,000,000 notional and A and C agree to clear 1 transaction for €8,000,000 notional the volume is €13,000,000 notional. Similarly the "Number of Transactions" figure represents one side and would be 3 in this example.
- “Open Interest” is the sum of all clearing participants’ outstanding net long positions per contract against LCH SA, which results in single sided amounts.
Volumes by contract accepted for clearing - updated daily
Contact us
If you'd like to know more about how we can help you, please get in touch.