Risk Quantum/Commodity Futures Trading Commission (CFTC)
Funds piled into WTI futures in wild week for crude
Funds long 325 million barrels on April 21
Traders flee Vix futures
Short interest of asset managers down 80% on 12-month peak
Hedge funds cut short US Treasury futures exposure – CFTC data
Short open interest held by leveraged participants down 23% from 12-month peak
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%