OCC margin breaches spike in Q1
Peak exposure of $363 million in three months to March 31
The Options Clearing Corporation (OCC), the world’s largest equity derivatives clearing house, reported 38 margin breaches with an average size of $61.4 million in the first quarter of this year. It is the largest average size since public disclosures began in the third quarter of 2015.
The second-largest average size of margin breaches was reported in the third quarter of 2016. Back then, across
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