Initial margin held by top CCPs declined over Q2

Lorenzo Migliorato
08 Oct 2020

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Initial margin (IM) held by top central counterparties (CCPs) fell back from the high watermarks hit at end-March over the second quarter, with holdings of cash collateral dropping the fastest.

IM held by the 10 large CCPs tracked by Risk Quantum hit $1.25 trillion at the end of the first quarter. Three months later, though, the total was down 10% at $1.12 trillion.

IM held in cash at central bank accounts amounted to $215.7 billion at end-June, down 23% from $279.2 billion three months prior

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