Thank you for the opportunity to comment on SR-OCC-2024-001 34-99393 entitled "Proposed Rule Change by The Options Clearing Corporation concerning its process for adjusting certain parameters in its Proprietary system for calculating margin requirements during periods high volatility in the markets. I have several concerns about the OCC rule proposal. There's already lack of transparency in our markets and this proposed rule would add to the problem. Might I remind you that retail investors let you get away with $20 billion of margin collateral during the meme frenzy when you turned on the Global settings, as you have admitted too. (84.2 billion collateral because you turned on global settings. Would have been $103.2 billion if you didn't turn it on) 1. I vote no to this rule proposal because it does not help in any risk control. It slightly contains it in the short-term and adds to it in the long-term risk. It creates a greater systemic risk in the future. 2. This encourages more bad behaviour because they know if the criteria is met, they will be saved and play riskier bets. Instead of this rule, update margin requirements to need more incase. You have a 99% expected short fall, which you mention in your document. Therefore, to drop the expected short fall lower, you should be required to deposit more collateral to lower this expected short fall amount, not let them off the hook because they have to much expected short fall. In the past, Global settings was not used as an abusive tool, and has no business, especially when theres a better solution that will decrease risk to combat this enormous short fall. I expect up to 5% expected short fall, but not 99%. This is absolutely criminal. I am opposed to this rule. Regards, Anastasia Brown