LCH SwapClear, PAIRs model and UK market Ideosyncracies

GAMERS,

In a previous post I alleged that LCH swap clear issued margin add-ons at 1:45 PM EST on 12/5, and 1/17 and that RK somehow knew this(as well as others) and traded it. Now UBS inhereted the toxic short swap positions(outlined in the recent swap DD) from Credit Suisse the Swiss government would probably mandate a CCP be added to these swaps and Im saying that LCH swapClear is the CCP.

Now, after reading some documents, LCH SwapClear publically uses the PAIRs model to calculate initial margin and margin variation. There is a ton of public documentation about this margin calculation model, so much so that I think you could recreate it if you had the resources. If you knew the conditions of the swaps(alot of this is public as well) and knew parties involved(not a crazy guess that UBS is on the short side) you could estimate exactly when LCH swapClear would issue margin-addons. I think RK, as well as other institutions have done this, and I think those deep ITM calls opened on 1/17 were a bet on a UBS margin call. IF I had a model that with some accuracy estimate a day that a margin add-on requirement would be issued, and I knew it woukd be issued at 1:45 PM EST, the absolute smartest way to bet on that is deep ITM calls right before the margin add-on time. Why the fuck else would people open millions of dollars worth deep ITM 0 DTE contracts that have literally no extrinsic value right before 1:45pm? If it was a bet on volitiity, why not have them expire the week after?

There have been so many weird idesyncracities with the UK financial market lately. UK saying they wont disclose banks that get bailed out, weird clearing house reporting numbers(possibly due to synthetics) from ireland, way more lax laws regarding swaps than the US.

The clearing houses SIX x-clear AG, LCH Ltd and Cboe Clear Europe provide this service as partners of SIX Swiss Exchange AG. LCH IS PARTNERED WITH THE SWISS EXCHANGE FOR CRYING OUT LOUD

Have interest rate risks and market volitility risks increased since December? You bet your ass.

LCH swapClear is the catalyst of these 1:45 PM EST runs, im almost completely convinced.

The short pressure on the stock is all from UBS and other short parties trying to favorably time and roll their TRBS, the longs will make it harder and harder until UBS is bled dry on these swaps and can longer roll.

If you believe like I do that these synthetics are hampering the real price of GME, then as soon as the swaps come off the board, GME rips. We are seeing these margin calls because the short party is almost out of gas, its only a matter of time