Public quantitative disclosure standards1 for central counterparties

Each quarter, clearing houses are required by IOSCO and the Committee on Payments and Market Infrastructures (CPMI) to publish disclosures. These provide transparency around the clearing house’s financial resources during that quarter.

The disclosures are intended to help market participants and the public, to:

  • compare CCP risk controls, including their financial condition and financial resources to withstand potential losses;
  • have a clear, accurate and full understanding of the risks associated with a CCP;
  • understand and assess a CCP’s systemic importance and its impact on systemic risk in all jurisdictions and currencies for which it provides services; and understand and assess the risks of participating in CCPs

You can find out more information about each of the disclosures here

Links to ICE Clearing House Disclosures are included below.

For questions regarding the ICE Clearing House CPMI-IOSCO Quantitative Disclosures, please email us.

1Committee on Payments and Market Infrastructures, Board of the International Organization of Securities

Commissions, Public quantitative disclosure standards for central counterparties

2020 Quarterly Clearing Disclosures

Fourth Quarter 2020

Historical Disclosures