Initial margin at Ice Europe up 15% over Q1

IM held against F&O positions hit all-time high, as number of margin breaches nudged higher

Ice Clear Europe’s futures and options (F&O) division demanded $7.7 billion in initial margin from its members on one day in the first quarter of the year – 37% higher than Q4 2021, and the second-highest level on record.

Required IM held at the F&O clearing service at end-March was $153.9 billion, up almost 15% quarter on quarter.

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The split of required IM was 8.6% for house accounts, 72.3% for client gross accounts and 19.1% for client net accounts. Quarter on quarter, house net

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