CCPs added cash to their liquidity buffers in Q1

Lorenzo Migliorato
24 Jul 2020

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Major central counterparties (CCPs) stuffed their liquidity portfolios with cash over the first quarter.

Eurex saw its overall qualifying liquid resources, used to honour payment obligations like variation margin, increase by 112% over the first three months of the year, to €59.9 billion. The clearing house’s cash holdings at central banks increased 117% to €57.8 billion, and total cash with commercial banks 130% to €685 million.

In contrast, its stock of highly-marketable collateral dropped

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