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 CPMI-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.
CPMI IOSCO Qualitative Assessment of LCH Limited 2022
CPMI IOSCO Quantitative Disclosures - LTD - Q4 2022 Data: February 2023 Disclosure
Supplementary Materials - LTD Acceptable Collateral
Supplementary Materials - General Regulations
For any queries relating to the CPMI-IOSCO Public Quantitative Disclosures, Please contact Reg.reporting@lch.com.
CPMI IOSCO Qualitative Assessment of LCH Limited 2022
CPMI IOSCO Quantitative Disclosures - LTD - Q3 2022 Data: November 2022 Disclosure
Supplementary Materials - LTD Acceptable Collateral
Supplementary Materials - General Regulations
For any queries relating to the CPMI-IOSCO Public Quantitative Disclosures, Please contact Reg.reporting@lch.com.
CPMI IOSCO Qualitative Assessment of LCH Limited 2020
CPMI IOSCO Quantitative Disclosures - LTD - Q2 2022 Data: August 2022 Disclosure
Supplementary Materials - LTD Acceptable Collateral
Supplementary Materials - General Regulations
For any queries relating to the CPMI-IOSCO Public Quantitative Disclosures, Please contact Reg.reporting@lch.com.
CPMI IOSCO Qualitative Assessment of LCH Limited 2018
CPMI IOSCO Quantitative Disclosures - LTD - Q4 2018 Data: April 2019 Disclosure
Supplementary Materials - LTD Acceptable Collateral - Base Haircuts
Supplementary Materials - LTD Acceptable Collateral - Fx Haircuts
Supplementary Materials - General Regulations
CPMI-IOSCO Self Assessment of LCH SA 2022
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q4 2022 Data: February 2023 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
For any queries relating to the CPMI-IOSCO Public Quantitative Disclosures, Please contact Reg.reporting@lch.com.
CPMI-IOSCO Self Assessment of LCH SA 2022
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q3 2022 Data: November 2022 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
For any queries relating to the CPMI-IOSCO Public Quantitative Disclosures, Please contact Reg.reporting@lch.com.
CPMI-IOSCO Self Assessment of LCH SA 2022
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q2 2022 Data: August 2022 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
For any queries relating to the CPMI-IOSCO Public Quantitative Disclosures, Please contact Reg.reporting@lch.com.
CPMI-IOSCO Self Assessment of LCH SA 2022
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q1 2022 Data: June 2022 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2020
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q4 2021 Data: April 2022 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2020
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q3 2021 Data: January 2022 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2020
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q2 2021 Data: October 2021 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2020
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q1 2021 Data: July 2021 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2020
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q4 2020 Data: April 2021 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2020
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q3 2020 Data: January 2021 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2019
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q2 2020 Data: October 2020 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2019
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q1 2020 Data: July 2020 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2019
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q4 2019 Data: April 2020 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2019
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q3 2019 Data: January 2020 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2018
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q2 2019 Data: October 2019 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2018
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q1 2019 Data: July 2019 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2018
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q4 2018 Data: April 2019 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2018
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q3 2018 Data: January 2019 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI-IOSCO Self Assessment of LCH SA 2018
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q2 2018 Data: October 2018 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q1 2018 Data: July 2018 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA – Q4 2017 Data: April 2018 Disclosure
Supplementary Materials - CDSClear Rulebook - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA - Q2 2017 Data: October 2017 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA - Q1 2017 Data: July 2017 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
Comprehensive Disclosure as required by SEC Rule 17Ad-22(e)(23)
CPMI IOSCO Quantitative Disclosures - SA - Q4 2016 Data: April 2017 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI IOSCO Quantitative Disclosures - SA - Q3 2016 Data: January 2017 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI IOSCO Quantitative Disclosures - SA - Q2 2016 Data: October 2016 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI IOSCO Quantitative Disclosures - SA - Q1 2016 Data: July 2016 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI IOSCO Quantitative Disclosures - SA - Q4 2015 Data April 2016 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - Listed Derivatives Initial Margin Rates
Supplementary Materials - SA Acceptable Collateral
Supplementary Materials - Tri-Party Repo Initial Margin Rates
CPMI IOSCO Quantitative Disclosure - SA - Q3 2015 Data: January 2016 Disclosure
Supplementary Materials - CDS Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - General Provisions
Supplementary Materials - Clearing Rule Book - Legal Framework
Supplementary Materials - SA Acceptable Collateral