CME had top margin breach of $138 million in 2018

- By Alessandro Aimone
- @aimoneale
- 02 Apr 2019

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CME Clearing reported a peak margin breach of $138 million in the fourth quarter of 2018 – the largest since public disclosures began in 2015.

Prior to this, the central counterparty's largest margin breach was $47 million in size, incurred in the first quarter of last year.

The clearing house posted a total of seven initial margin breaches in the fourth quarter, with an average size of $53 million each – the highest average size on public record. In 2018 as a whole, 19 margin breaches were

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