Margin breaches quadrupled at Eurex in 2020

Eurex Clearing disclosed 3,227 initial margin (IM) breaches for 2020, up from just 781 in 2019 and the highest calendar-year total since public disclosure began.

The rolling 12-month tally of margin breaches was highest for the equity derivatives service as of end-December, at 1,782. This compares with just 324 in 2019. Breaches at the fixed-income derivatives service totalled 869, up from 316 the prior year, and those linked to the over-the-counter interest rate swaps service 250, compared

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