What’s New in CCP Disclosures – 3Q21

Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Initial margin for IRS at $252 billion down 3% QoQ and 4% YoY Initial margin for CDS at $60 billion up 4% QoQ and down 3% YoY Initial margin for selected ETD at $470 billion up 6% QoQ and 13% YoY Initial margin increases at ICE Europe F&O, Eurex OTC IRS, ICE Credit Clear, JSCC IRS Explanatory […]