Stats › Intraday et microstructure de marché › CCP breaches
One clearing house published a margin coverage of 1.0 in two consecutive quarters, in one of which its largest uncovered exposure was 92 times the other
| Clearing house and 12 month window | Breaches | Observations | Largest uncovered exposure | As a share of margin required | Printed coverage |
|---|---|---|---|---|---|
| LME Clear, to 30 June 2026 | 1 | 106,605 | 120,714.25 dollars | 0.00107% | 1.0 |
| LME Clear, to 31 March 2026 | 5 | 106,508 | 9,866,348.03 dollars | 0.0895% | 1.0 |
| European Commodity Clearing, to 31 December 2022 | 20 days, 110 observations | non précisé | 702.4 million euro | 2.53% | 99.8% |
| European Commodity Clearing, to 31 March 2020 | 31 days, 277 observations | non précisé | 91.2 million euro | 3.26% | 99.6% |
| Euronext Clearing, fixed income, 18 months to 31 July 2026 | 1 | 35,401 | non publié | not computable | 99.99% |
| Euronext Clearing, equity core, same window | 260 | 112,016 | non publié | not computable | 99.77% |
| Euronext Clearing, equity total, same window | 157 | 112,016 | non publié | not computable | 99.86% |
Field 6.5 of the public quantitative disclosure framework. The share of margin column is our arithmetic, dividing each house's published largest uncovered exposure by its published initial margin requirement for the same date. Both inputs are published; the ratio is not.
Clearing houses disclose achieved margin coverage quarterly. Read as published, the headline coverage field rounds away the information. The underlying uncovered exposures, measured against each house's own margin requirement, span a factor of about three thousand.
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