Initial margin at the OCC topped $100bn in Q4

Initial margin (IM) posted to the Options Clearing Corporation (OCC) exceeded $100 billion at end-December, the highest ever quarter-end total disclosed by the central counterparty (CCP).

The end-2020 amount was also more than double the $53.3 billion reported a year ago, and 19% up on the amount three months prior.

House IM jumped 23% from end-September to end-December to $31.7 billion. Client IM, net and gross amounts combined, increased 17% to $77 billion.

  !function(e,i,n,s){var t=

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

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