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Stats › Intraday en marktmicrostructuur › Skin in the game

A clearing house must put up 25% of its minimum capital before touching members' money, which is 143 million euro at the largest European one

ResourceBedragClearing house
Skin in the gameEUR 143mEurex Clearing, 31 December 2024
Second skin in the gameEUR 57mIdem
Further dedicated amount, cappedEUR 300mIdem
Parent letter of comfort, maximumEUR 600mIdem
Default fund requirements of all membersAbout EUR 8.2bnIdem
Margin collateral heldAbout EUR 92.3bnIdem

From the clearing house's own public self assessment against the international principles. The default fund is calibrated to the simultaneous default of the two largest members at 99.9 per cent confidence and is recalculated monthly. The same document also carries a 2025 column at 105,552 million euro of margin and 10,442 million of default fund, which is not reconciled with the 2024 figures and is recorded as published.

The rule is 25 per cent of minimum regulatory capital, not 25 per cent of equity. At the largest European clearing house that is 143 million euro of dedicated own resources, against 92 billion euro of margin collateral held.

25% of minimum regulatory capitalDedicated own resources required
EUR 143mDedicated own resources at the largest European clearing house
EUR 57mIts second layer of own resources
About EUR 92.3bnMargin collateral it held at the same date

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