TriOptima has released updated statistics on total notional values terminated through compressions in the interest rate swap (IRS) and credit default swap (CDS) markets. Notional values below are year-to-date through October 31, 2010.
2010 YTD Notional terminated through IRS compressions stands at $44.1 trillion.
2010 YTD Notional terminated through CDS compressions stands at $7.2 trillion.
Full compression statistics are available on TriOptima’s website at: http://www.trioptima.com/resource-center/statistics.html