CLEARING & COLLATERAL

MARGIN SUMMARY (CCP)

Global Macro

€12.4MINITIAL MARGIN

CME Group

$8.2MINITIAL MARGIN

Eurex

€4.1MINITIAL MARGIN

COLLATERAL OPTIMIZATION

Cheapest-to-deliver logic active across 3 custodians

LIVE FEED

ID	Trade	CCP	Status	IM Impact	VM (Daily)	Timestamp
CLR-9921	EUR 5Y Swap	LCH	CLEARED	125k	-4.2k	19/02/2026 11:05:33
CLR-9922	USD 10Y Swap	CME	PENDING	218k	0	19/02/2026 09:15:47
CLR-9923	Bund Future	EUREX	CLEARED	15k	+1.2k	19/02/2026 18:45:31
CLR-9924	EUR 5Y Swap	LCH	PENDING	125k	-4.2k	19/02/2026 02:57:01
CLR-9925	USD 10Y Swap	CME	CLEARED	218k	0	19/02/2026 23:38:59
CLR-9926	Bund Future	EUREX	PENDING	15k	+1.2k	19/02/2026 16:08:22
CLR-9927	EUR 5Y Swap	LCH	CLEARED	125k	-4.2k	19/02/2026 07:21:18
CLR-9928	USD 10Y Swap	CME	PENDING	210k	0	19/02/2026 19:53:44
CLR-9929	Bund Future	EUREX	CLEARED	15k	+1.2k	19/02/2026 04:12:05
CLR-9930	EUR 5Y Swap	LCH	PENDING	125k	-4.2k	19/02/2026 21:29:28
CLR-9931	USD 10Y Swap	CME	CLEARED	218k	0	19/02/2026 18:36:52
CLR-9932	EUR 5Y Swap	LCH	PENDING	125k	-4.2k	19/02/2026 21:29:28
CLR-9933	GBP 5Y Swap	LCH	CLEARED	98k	+3.5k	20/02/2026 08:12:45
CLR-9934	USD 5Y Swap	CME	CLEARED	142k	-1.1k	20/02/2026 09:30:12
CLR-9935	Schatz Future	EUREX	PENDING	8k	0	20/02/2026 10:15:00
CLR-9936	JPY 10Y Swap	JSCC	CLEARED	310k	+12.4k	20/02/2026 11:45:19
CLR-9937	EUR 10Y Swap	LCH	PENDING	190k	-2.8k	20/02/2026 13:20:55
CLR-9938	OAT Future	EUREX	CLEARED	24k	+0.8k	20/02/2026 14:02:11
CLR-9939	USD 2Y Swap	CME	CLEARED	85k	+1.9k	20/02/2026 14:55:30
CLR-9940	GBP 10Y Swap	LCH	PENDING	165k	0	20/02/2026 15:40:22
CLR-9941	Bobl Future	EUREX	CLEARED	12k	-0.4k	20/02/2026 16:15:33
CLR-9942	EUR 30Y Swap	LCH	CLEARED	420k	-15.2k	20/02/2026 16:50:08
CLR-9943	USD 30Y Swap	CME	PENDING	510k	+22.1k	20/02/2026 17:10:45
CLR-9944	AUD 10Y Swap	SGX	CLEARED	115k	+4.2k	20/02/2026 17:55:12
CLR-9945	CAD 5Y Swap	CME	CLEARED	92k	-2.1k	20/02/2026 18:22:30
CLR-9946	CHF 10Y Swap	LCH	PENDING	145k	0	20/02/2026 19:05:44
CLR-9947	EUR 2Y Swap	LCH	CLEARED	65k	+0.9k	20/02/2026 19:45:19
CLR-9948	USD 20Y Swap	CME	CLEARED	340k	-8.6k	20/02/2026 20:30:11
CLR-9949	Bund Future	EUREX	PENDING	15k	0	20/02/2026 21:12:45
CLR-9950	GBP 2Y Swap	LCH	CLEARED	55k	+1.1k	20/02/2026 22:05:33