Margin breaches exceed €500m at Eurex in Q1
A wild first quarter caused the number and size of margin shortfalls at Eurex to shoot up. An equity derivatives account had an uncovered exposure of €510 million ($573 million) at one point in the quarter, and a fixed income account a whopping €665 million deficit.
The rolling 12-month tally of margin breaches across the central counterparty’s (CCP) various clearing services hit 3,180 at end-March. This compares to a total of 836 for the whole of 2019.
The rolling tally for equity
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