CCP Disclosures

In February 2015, the Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) published ‘Public quantitative disclosure standards for central counterparties’. These are based on the CPSS-IOSCO (Committee on Payment and Settlement Systems (CPSS) and the IOSCO standards known as Principles for financial market infrastructures (PFMIs). These principles include information on  products, accounts, transactions, margin requirements, collateral on deposit, risk and stress testing, and treasury and liquidity for both derivatives and non-derivative products.

The objective of the disclosure is to provide stakeholders including authorities, participants and the public with greater comparability and transparency of CCPs.

Below are LCH Group's disclosures.
 

LCH LTD
Q2 Data: October 2017 Disclosure
Q1 Data: July 2017 Disclosure
Q4 Data: April 2017 Disclosure
LCH SA

Q2 Data: October 2017 Disclosure

Q1 Data: July 2017 Disclosure

Q4 Data: April 2017 Disclosure

Q3 Data: January 2017 Disclosure

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