Subject: SR-OCC-2024-001
From: Ayman Hawari
Affiliation:

May 15, 2024

Dear, SEC 


The OCC's recurrent use of idiosyncratic choices, adjusting margin requirements amid persistent market volatility, urgently raises concerns about systemic risks. 


The purpose of this rule is the codify OCC's process for making adjustments during high volatility periods. 


This means that The Options Clearing Corporation - aka a clearinghouse that facilitates the clearing, settlement, and risk management of financial contracts in the options and futures markets - want to establish a clear and formal set of rules for adjusting certain parameters in its system when the markets it serves are experiencing high volatility. 


What this doesn't mean - 


Is that this is a brand new rule. 
The mechanics of margin policy are changing (financial institutions can make their margin or suffer the consequences if they don't, same as before). 
BUT - even though the margin requirements remain the same, how they calculate the thresholds for margin is not. 


And understanding how the OCC intends to codify these thresholds and how they are calculated, especially in connection to margin requirements, is important. 


Rule SR-OCC-2024-001 poses a threat to reducing margin call requirements by providing the OCC extensive authority to adjust margin thresholds based on undisclosed parameters during periods of high market volatility. 


While global control settings are infrequently employed, the rule permits their use in critical events - and was notably exercised during the GameStop run up in January 2021. 


The undisclosed nature of the margin calculation parameters raises transparency issues and introduces a risk of indiscriminate reduction in margin requirements. 


During heightened market volatility, the Options Clearing Corporation (OCC) has the ability to adjust certain undisclosed parameters within its model. These adjustments are initiated when predefined thresholds, known as global control settings, are breached - meaning the OCC can tweak internal factors in response to specific market conditions and events to address risks and stabilise its operations. 


This recurrent utilisation of "idiosyncratic" choices by the OCC, surpassing 200 instances in less than four years, and the frequent application exceeding 50 times annually, raises concerns about the stability and predictability of the OCC's risk management practices. The tangible example of a $2.6 billion reduction in margin requirements for a specific stock on April 28, 2023, highlights the real-world implications of these decisions in response to market volatility, directly affecting the threshold for triggering margin calls. 


By implementing these idiosyncratic choices, coupled with the use of "global" control settings during significant market events, the OCC is actively adjusting its risk management approach and seemingly reducing margin requirements with "idiosyncratic volatility control settings" anytime a Clearing Member needs help. 


As such I urge the SEC to say NO to this proposal. I also by in large also say NO to HESTER THE TRANSGENDER MOLESTER of sec rules and regulations. Yes I did include because because I know you have to read everyone of em out loud. I'm also aware the rules in years past is to cover hedgefunds behinds. As such as a retail consumer. I no longer invest in the stock market because I can see the manipulation. Except for 1 stock. And you know what, with how THE OCC, SEC, DTCC is doing anything and in fact encouraging writing/ skirting the laws for many years. We are watching you. We will send you coffee and porn hub premier passwords if you want us to your job. Just protect retail or if you aren't going to do your job at least you know quit making and creating rules not for thee but tis for me regulations.