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Risk.net Only five of the 10 top central counterparties (CCPs) assessed by  Risk Quantum invest cash received from their clearing members into securities. Of these, three downsized their portfolios over the 12 months to end-September. LCH Ltd, LCH SA, Ice Clear Europe, Ice Clear US and the futures and options unit of CME all disclosed that some amount of cash received as initial margin or default fund contribution from their members was invested as of Q3. LCH Ltd had the largest share of received cash Only users who have a paid subscription or are part of a corporate subscription are able t...

Risk.net Print this page   The amount of initial margin (IM) held across LCH’s London-based central counterparty (CCP) fell slightly over Q3, having hit record highs at end-June. Collateral held across the company’s four clearing funds remained elevated relative to pre-Covid levels. IM held against interest rate swap (IRS) contracts amounted to £154.4 billion ($210.1 billion) at end-September, down 4% on three months prior. That held against equities dropped more abruptly, by 10% to £2.7 billion. IM for over-the-counter Only users who have a paid subscription or are part o...