At CME, required IM up 18% in Q3

Surge follows busy August and September for the swaps clearing business

At end-September 2019, required initial margin held at CME was $145.6 billion – the highest quarter-end total on public record and $22.1 billion more than the amount disclosed at end-June.

Total IM held for cleared interest rate swaps hit $35.5 billion at the end of the third quarter, up 34% on three months prior. Of this, IM for clearing member (house) accounts was $9.4 billion, up 29% on the quarter, and that for client accounts $26.1 billion, up 36%.

Required margin for futures and options

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