Eurex made €525m VM call in Q1   

Margin call equivalent to 2% of CCP’s own liquidity resources

A Eurex Clearing member had to make a €525 million variation margin payment in the first quarter of this year – the largest margin call by the central counterparty (CCP) since Q4 2016. 

The same-day payment call is the third-biggest since public disclosures began in the third quarter of 2015, and 45% more than the largest one in the quarter prior, of €363 million. 

The €525 million margin call is equivalent to 2% of the CCP’s own liquidity resources of €26.9 billion at end-March. Eurex

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

Most read articles loading...

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