Margin Breaches

This visualization shows data on margin breaches, which happen when intraday price movements cause the actual marked-to-market exposure in the account of a clearinghouse member to exceed the initial margin held against that member account.  For each clearinghouse in this visualization, the amount shown represents the peak exposure in each clearing service over the previous 12 months, as reported in field 6.5.4 of the quarterly public quantitative disclosures. Peak exposure represents the maximum margin breach in any single member account over that time period. 

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

Functionality: use the "Select Report Quarter" to access historical data. To narrow down the list of CCP clearing services included in the visualization, unclick the boxes next to the names of the clearing services.

    Peak Margin Breach in Trailing 12 Months
    PQD Field 6.5.4


    Disclaimer: The data in this report are collected from the exchanges.  FIA publishes this report for informational purposes and does not guarantee its accuracy or completeness.  FIA specifically disclaims any legal responsibility for any errors or omissions and any liability for losses or damages incurred through the use of the report.  Please notify if there are any errors or omissions.

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