Eurex initial margin ebbed over Q2 as default fund swelled

- Louie Woodall
- 30 Sep 2020

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Total initial margin (IM) held by Eurex at end-June was one-fifth lower than three months prior, quarterly disclosures show. However, over the same period prefunded and committed amounts in its default fund increased 55% to €25 billion ($29.3 billion), to its largest size on public record.

The sum of IM across the 13 clearing services disclosed by the central counterparty (CCP) amounted to €84.7 billion at end-June, compared to €106.6 billion at end-March. Required IM, the minimum amount

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