The CFTC Monthly Cleared Margin Report

The Commodity Futures Trading Commission (CFTC) produces a monthly cleared margin report for DCOs (CCPs) required to file daily initial margin with the CFTC’s Division of Clearing and Risk. The report aggregates initial margin from six DCOs: CME, ICE Clear Credit, ICE Clear US, ICE Clear Europe, LCH Ltd and LCH SA. The latest report […]

Big Volumes In Credit And Inflation Plus European Equivalence

CDS index products are seeing unusually high trading activity. Inflation swaps have also seen significant volumes. These are two hot topics for market participants to monitor. Europe has also extended equivalence for non-European CCPs for another 3 years. There is now a consultation to understand which regulatory actions can most effectively move clearing activity to […]