IM at Eurex Clearing’s IRS unit rose again in Q3

Heightened market volatility behind latest increase to record high €50.7bn

Initial margin (IM) demanded by Eurex Clearing for its interest rate swaps (IRS) clearing service rose 14% in the third quarter to the highest level on record.

Total required IM stood at €50.7 billion ($53.8 billion) at end-September. The split was 36% for house accounts and 64% for client accounts.

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The increase was largely driven by higher market volatility towards the end of the quarter, the central counterparty (CCP) tells Risk Quantum.

The sum of IM across the 11 clearing

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