What’s New in CCP Disclosures – 4Q21?

Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Initial margin for ETD at $507 billion is up 8% QoQ and 21% YoY Initial margin for IRS at $261 billion is up 4% QoQ but down 3% YoY Initial margin for CDS at $60 billion is flat QoQ and up 1.5% YoT Initial margin increased significantly at ICE Europe F&O and Eurex OTC IRS Other disclosures […]