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Cleared Margin Reports

  • Derivatives clearing organizations (DCOs) are required to file daily initial margin with the CFTC's Division of Clearing and Risk (DCR).  Aggregate initial margin summary information for Chicago Mercantile Exchange (CME), ICE Clear Credit (ICC), ICE Clear US (ICUS), ICE Clear Europe (ICEU), LCH Ltd., and LCH SA is published below. The information will generally be updated within ten business days of the end of each month. 

    Once posted, the CFTC does not revise this information to reflect any amended information subsequently received.

    Please contact DCR with any questions about cleared margin data.

    Cleared Margin Reports

     

    Cleared Margin Reports (PDF), November 2017

     

     

    DCO Margin Timeline

    The DCO Margin Timeline is a graphic representation of the listed DCO settlement cycles with respect to the timing of issuance of calls for margin and when receipt is required. The Timelines contain footnotes specific to each DCO's information.