Liquidity risk hits record high at CME

- By Joshua Walker
- 12 Jun 2023

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CME Clearing’s futures and options (F&O) clearing division ratcheted up the estimated largest payment obligation in the event of a default by any of its participants and their affiliates for the sixth successive quarter, bringing the hypothetical loss to its highest point since records began in 2015.

The projected largest payment obligation was set to $21.8 billion at the end of March, a 13% increase on the previous quarter.

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