CME boosts liquidity buffers by 5%

Central bank balances accounted for 68% of the CCP’s total liquidity buffer in Q2

CME Clearing boosted its liquidity pool by $8.7 billion in the second quarter to the highest level since Q1 2020. The central counterparty (CCP) reported $192 billion on aggregate at end-June, up 5% quarter on quarter.

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The bulk of the CCP’s liquidity resources are in central bank balances, which rose from $112 billion to $131 billion over the period.

Highly marketable collateral, unsecured cash on deposit with commercial banks and secured credit lines were flat at $31 billion, $9

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