The CCP Report shows risk-related metrics for 23 clearinghouses. This report includes data from the most recently published quarterly reports as well as comparisons to the prior quarter and the same quarter of the previous year. The metrics include initial margin, default funds, margin breaches, stress losses, concentration ratios, maximum total variation margin paid and maximum aggregate initial margin call. The data were obtained from the public quantitative disclosures published by the clearinghouses, which are generally released two or three months after the end of the quarter.
CCP Report - Q1 2026
CCP Report - Q4 2025
CCP Report - Q3 2025
CCP Report - Q2 2025
CCP Report - Q1 2025
