Cleared Margin Reports

Derivatives clearing organizations (DCOs) are required to file daily reports on initial margin with the CFTC's Division of Clearing and Risk (DCR).

Aggregate initial margin summary information for Chicago Mercantile Exchange (CME), Eurex Clearing AG (Eurex*), 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.

 

*Please note that initial margin for interest rate swaps (IRS) at Eurex is now included in monthly totals, beginning with January 2020.

  

Cleared Margin Reports

Cleared Margin Reports - (PDF), (Excel) - October 2022