Risk Quantum/Commodity Futures Trading Commission (CFTC)
Morgan Stanley’s swaps clearing unit boosts client margin by $4.8bn
In total, FCMs see required client margin increase 18% quarter on quarter
Citi’s swaps clearing unit boosts client margin by $2bn
The largest FCM accounts for 27.1% of all required client margin
JP Morgan hoovers up $1.5bn of client margin in Q1
Total required client margin held by bank increases 13% quarter-on-quarter
Traders soured on Vix futures in 2018
Open interest in Vix futures ended year 44% down from January peak
Citi grows US swaps margin share in 2018
Citi remains the largest FCM, with a 27.5% share of total required client margin
Morgan Stanley FCM gains ground in Q2
Share of required client margin increases to 19% at end-June
Asian and Americas CCPs seek EU recognition
16 CCPs apply for Esma's seal of approval
Citi fastest growing FCM; Credit Suisse loses ground – CFTC data
Citi grows client margin 36% in year to end-April, Credit Suisse shrinks 16%