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ICE says it has cleared $6.3 trillion of credit default swaps
Tuesday, March 2, 2010
IntercontinentalExchange has announced that its US and European central counterparties have now cleared $6.3 trillion in gross notional of credit default swaps since they were launched. It says that ICE Trust, the US entity, accounts for $4.2 trillion of this volume, with Ice Clear Europe having cleared $2.1 trillion.
The exchange says that $47 billion of US single name credit default swaps have now been cleared and €169 billion of single name European contracts.
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CFlux secondary
CLO index levels:
| Index | 6 Feb |
|
| CFlux USD AAA | ↑ | 94.9 |
| CFlux USD AA | ↓ | 81.3 |
| CFlux USD A | ↓ | 75.0 |
| CFlux USD BBB | ↑ | 74.8 |
| CFlux USD BB | ↑ |
72.1 |
| CFlux USD EQ | ↑ | 67.6 |
