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European clearing volumes top €3 trillion, says ICE
Wednesday, July 28, 2010
IntercontinentalExchange has announced that its European credit default swap clearing house has cleared 130,000 credit derivative transactions with a notional €3 trillion in its first year of operation. Open interest at ICE Clear Europe stands at €397 billion, it says.
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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 |
