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 34 margin breaches the average size was $9.4 million.

The single-largest breach in the three

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here