OCC initial margin hits record $223bn after 38.1% surge
Skip to main content
Client net requirements nearly double in Q2 as ECC and HKSCC also set new highs
The Options Clearing Corporation (OCC) reported $223.1 billion in required initial margin (IM) in the second quarter, the highest level on record going back to 2015.
IM at the central counterparty (CCP) rose 38.1% compared to three months earlier, the highest proportional increase since the onset of the Covid-19 pandemic. It also marked the largest absolute increase on record.
!function(e,n,i,s)
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
Most read articles loading…
Back to Top
You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.
