Swaps Data: OTC Margin Up, Futures Margin Down

My monthly Swaps Review in Risk Magazine looks at the most recent CPMI-IOSCO Quantitative Disclosures by Clearing Houses for Interest Rate Swaps, Credit Default Swaps and Futures and Options

Showing strong year-on-year growth in each of these, except the last.

I also look at the trend in client IM at LCH SwapClear and the maximum Variation margin call in Q1 2018.

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