CCP Public Quantitative Disclosures

On 2 November 2017, CCP12 officially released the CCP12 PQD Template on Public Quantitative Disclosures (PQDs), which provides a global harmonized approach. This PQD template represents CCP12’s active response to CPMI-IOSCO and our endeavour to foster industry best practices. The template improves standardization and transparency of the CCP industry by facilitating comparable data points and formats. The CCP12 PQD Template has been adopted by CCPs across the globe, by both members and non-members of CCP12. If you have any questions, please contact us at: question.pqd@ccp12.orgIn 2015, CPMI-IOSCO published the Public Quantitative Disclosure Standards for Central Counterparties (CCPs) and encouraged CCPs around the globe to use a common template.

With CCP12’s ongoing efforts to foster a harmonized approach to populating and interpreting the CCP PQDs, the following summary provides a list of new and updated PQD documentation, in addition to latest changes to the PQDs:

On the 4 November 2020, CCP12 released the following documents:

Updated CCP12 PQD Template:

This provides further clarity in relation to populating the disclosure fields in a standardized approach, a method to track PQD changes, and further ensures machine readable data points.

CCP12 PQD Frequently Asked Questions (FAQ) Guide:

This document provides details of the CCP12 PQD Template such as the ‘Disclosure Title’, ‘Reference’, ‘Description’ and ‘Reporting Frequency’. In addition to this, after discussion with the CCP12 members, market participants, and global regulators, a comprehensive explanation to all disclosures are included which have been defined in order to give supplementary guidance to CCPs.

On the 7 February 2022, CCP12 released an Updated CCP12 PQD Frequently Asked Questions (FAQ) Guide – Updated to reflect the industry feedback and further enhancement of the PQDs.

The above updates are part of CCP12’s on-going efforts to provide further alignment and harmonization across the PQDs.

The CCP12 PQD Template, the CCP12 PQD FAQ Guide, CCP12 PQD Newsflash and CCP12 PQD Newsletters can be downloaded below.