ISDA Margin Survey Year-end 2023

The ISDA Margin Survey analyzes the amount and type of initial margin (IM) and variation margin (VM) posted for non-cleared derivatives. The survey also reviews IM posted by all market participants to major central counterparties (CCPs) for their cleared interest rate derivatives (IRD) and credit default swap (CDS) transactions.

IM and VM collected by leading derivatives market participants subject to the margin rules totaled $1.4 trillion at year-end 2023, flat compared with 2022. This included $462.0 billion of IM and $944.5 billion of VM.

The survey also finds that $392.2 billion of IM was posted by all market participants to major CCPs for their cleared IRD and CDS transactions at the end of 2023.

Read the full survey by clicking on the attached PDF.

Documents (1) for ISDA Margin Survey Year-end 2023

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