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ICE says it has cleared $4.3 trillion of US CDS
Tuesday, March 9, 2010
IntercontinentalExchange says that its North American credit derivative central counterparty, ICE Trust, has cleared $4.3 trillion in notional of credit default swaps in its first year of existence. The clearer, which began operations on 9 March last year, has cleared more than 55,000 transactions on 31 indices and 29 individual names. It says that open interest stands at $285 billion.
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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 |
