I CDS nel corso del 2017


I CDS, nel corso dell'anno 2017, hanno subito un decremento rispetto al 2016, sia per quanto riguarda l'ammontare complessivo delle negoziazioni, che per il valore complessivo dei nozionali.

ISDA ha pubblicato i risultati complessivi, e questi sono i risultati.

In the full year 2017:

  • Average daily notional for index CDS totaled $26.1 billion, average trade size was $34.6 million and average daily trade count was 741.

  • Cleared transactions represented 79.7% of traded notional amount and 79.8% of trade count, compared with 80.8% of traded notional and 80.4% of trade count in the full year 2016.

  • SEF-traded index CDS represented 74.9% of notional amount and 75.6% of trade count, compared with 75.8% and 77.5% in the full year 2016.

  • CDX HY and CDX IG represented 15.3% and 31.4% of traded notional and 27.3% and 20.8% of total trade count, respectively. iTraxx Europe accounted for 30.4% of total index CDS traded notional and 27.9% of total trade count.

  • US dollar-denominated index CDS represented 63.0% of index CDS traded notional and 68.2% of trade count. Euro-denominated transactions accounted for 36.8% and 31.4% of traded notional and trade count, respectively.

#CDS #CDS2017 #ISDA #ISDA2017

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