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Clearing Members and Concentration

This set of visualizations shows several sets of data related to the number of clearing firms at each derivatives clearinghouse. The first chart shows the number of general clearing members at each CCP, as reported in field 18.1.1.1 of the quarterly public quantitative disclosures. The second chart shows the share of the total initial margin held by the top five general clearing members. The third chart shows the share of the total default fund resources contributed by the top five general clearing members.

IM Combined
IM Service Level
DF Combined
DF Service Level
Margin Breaches
Stress Loss
Concentration


In those cases where the CCP offers separate clearing services, the chart shows the number of GCMs for each service. The vertical bar is set at 25 members, which corresponds to the threshold used in the quantitative disclosures to distinguish between large and small clearing services.

    Number of General Clearing Members by Subset
    PQD Field 18.1.1.1

     

    Share of Default Fund held by Top 5 Members
    PQD Fields 18.4.1, 18.4.2

     

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