Data.gov Catalog
Cleared Margin Reports
Published by U.S. Commodity Futures Trading Commission
About this dataset
Cleared Margin Reports contain summary information for certain derivatives clearing organizations (DCOs) from daily initial margin data filed with the CFTC’s Division of Clearing and Risk (DCR). DCOs are required to file daily reports on initial margin with DCR. Reports contain aggregate initial margin summary information for Chicago Mercantile Exchange, Eurex Clearing AG, ICE Clear Credit, ICE Clear US, ICE Clear Europe, LCH Ltd., and LCH SA. The reports will generally be updated within ten business days of the end of each month.