Eurex liquidity pool jumps 39% as required IM rises

Members of the IRS clearing unit saw the largest increase of required margin in Q2

Total initial margin (IM) held by Eurex Clearing at end-June across its equity, fixed income, interest rate swaps (IRS) and foreign exchange derivatives clearing services rose 31% to the highest level on record.

The jump was driven by a combination of higher business activity and associated risk exposures alongside heightened market volatility during the second quarter of the year.

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