Futures margin breaches on track to match 2020
At least 500 seen so far this year, says JP Morgan exec – in some cases leading to 200% margin increases
With seven weeks until year-end, margin breaches on exchange-traded derivatives are on track to match the number seen in 2020, according to a JP Morgan executive.
The US bank defines a margin breach as when a two-day market move in a contract exceeds the level of margin held against the position. The bank saw 590 breaches during 2020, the year of the Covid pandemic’s outbreak. So far this year
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