Liquidity risk down 34% at the OCC

Projected largest payment obligation set at $6.2 billion for Q1

The Options Clearing Corporation (OCC) revised downward its estimate of the worst-case payment obligation that would have to be met in the event of the collapse of one of its participants.

The projected largest same-day payment obligation was set at $6.2 billion in Q1, down almost 34% quarter on quarter. 



The maximum combined initial margin (IM) call on the peak day in Q1 was $10.9 billion, 49% higher than in the previous quarter. Required IM held at the OCC at end-March was $121

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