SOFR Derivatives Crisis: $200 Trillion Market Just Triggered Margin Calls
Автор: Macro Briefing
Загружено: 2026-01-25
Просмотров: 2
Описание: The $200 trillion SOFR derivatives market just experienced its first major stress test—and it's failing. When SOFR spiked to 5.43% (Video #7) due to the Treasury General Account reserve drain (Video #8), it triggered an estimated $30-50 billion in variation margin calls across the interest rate swap market in a single day. This investigation exposes the hidden derivatives plumbing: how pension funds, insurance companies, and corporations use SOFR swaps to hedge interest rate risk, why small SOFR movements generate massive collateral demands, and how the current volatility is creating a doom loop of forced asset sales, secondary margin calls, and pension fund insolvency. We trace the mechanical pathway from overnight repo stress to your 401k losses, explain why SOFR derivatives are more volatile than the LIBOR swaps they replaced, reveal the concentration risk in the clearing house system, and show why a major dealer or pension fund default could drain clearing house default funds and trigger systemic contagion. Learn how to check your retirement fund's derivatives exposure, what SOFR levels signal crisis escalation, and why the 2008 mortgage derivatives crisis could pale in comparison to a $200 trillion rate derivatives collapse. Educational mechanism analysis only; not financial advice. Subscribe for the final convergence investigation.
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