CCPs
LCH SA on the hook for €32bn if member defaults
Payment obligation, if realised, would wipe out 50% of CCP’s liquidity buffer
CME issued $1.8 billion VM call in Q2
Margin call was the fourth largest made by CME’s futures and options unit since disclosures began
Eurex Clearing reports sharp rise in default exposures
Clearing house’s peak same-day payment obligation rose to €5 billion in the second quarter
DTCC default fund contributions climb 15%
CCP had 270 clearing members at end-June
OCC reports 24% spike in default exposure
Clearing house’s peak same-day payment obligation rose to $5 billion in the second quarter
DTCC’s total liquidity pool shrank in Q2
Aggregate liquidity resources fall to $260 billion
Eurex Clearing members add €609m to default fund
Initial margin posted in Q2 soars 5%
SOFR futures volumes surge as overnight repo rates spike
Daily trading volume of one-month contracts climbs 156% between September 16-17
JSCC member default fund contributions fall to ¥676bn in Q2
Default fund contributions shrink 19%, but members’ initial margin payments climb
JSCC turns to cash in rejig of liquidity reserve
Clearing house withdraws ¥29.9 billion from repo market
OCC on the hook for $4bn if member defaults
Clearing house’s liquidity resources hit $7.9 billion in Q1
Top CCPs’ liquidity pools hardly grow in Q1
LCH SA the only outlier as most clearing houses see cash, collateral and credit on hand shrink
Euro repo shift doubles LCH SA liquidity pool
Total liquidity resources jumped to €65.9 billion at end-March
Ice Clear Europe default fund contributions jump 21%
The clearing house reported 78 clearing members for futures and options division
At Ice Clear US, largest margin breach on record
The clearing house last reported a margin shortfall in Q2 2017
Quadruple witching triggers $1.5bn VM call at CME Clearing
Peak VM call was 56% bigger than the one in Q4 2018
LCH RepoClear posts £23m margin breach
Five backtesting exceptions reported for 18-month period to end-March
Eurex made €525m VM call in Q1
Margin call equivalent to 2% of CCP’s own liquidity resources
Eurex boosts liquidity buffers by 8%
Central bank deposits continue to make up bulk of CCP's liquidity resources
At FICC, 20 margin breaches in Q1
The clearing house posted 157 margin breaches for the 12-month period ending in March
DTCC default fund contributions shrink 16%
CCP reports 268 clearing members at end-March
JSCC default funds shrink $1.7 billion in Q1
The CCP reported 281 clearing members at end-March
Top CCPs add $79 billion to liquidity pool in 2018
Clearing houses placed more cash with commercial banks than in 2017
At Ice Clear Europe, 84 margin breaches in 2018
Clearing house posted just nine breaches in 2017