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The Public Quantitative Disclosure (PQD) is an internationally agreed format defined by CPMI-IOSCO with the intention of enhancing CCP market transparency. The PQD enables regulators, market participants, academics and the public to gauge, compare and evaluate centrally cleared markets, CCPs systemic importance and their respective risk management standards.
Eurex has been publishing its PQD since 2015 and continues to strongly support CCP transparency and market stability. With the disclosure for Q4/2016, Eurex began a series of commentary to highlight key trends, discuss current topics and shed some light on selected data points.