Monthly stats
• Cash value: +15% May 22 vs May 21 (€25.1 trillion)
• Trade count: +21% May 22 vs May 21 (1.05 million trade sides), and up 16% versus Apr 22
LCH RepoClear also announced that its France entity’s new Value at Risk (VaR) model goes live on 20 June this year.
“Improvements to the margin model will help to further increase margin efficiency, enabling users to minimize costs and free up resources,” RepoClear said in a statement.