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Margin Curves

Margin RequirementMargin Curves

Margin Curves - Nordic Electricity

Nordic Electricity baseload day and week contracts curve - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 100. In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

Nordic Electricity baseload month, quarter and year contracts curve - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

Nordic Electricity average rate future baseload curve - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».


 

Margin Curves - Nordic EPADs

EPAD Århus - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

EPAD Copenhagen - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Helsinki - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Luleå - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Malmö - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Oslo - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Riga - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

 

EPAD Stockholm - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Sundsvall - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Tallinn - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

EPAD Tromsø - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

Margin Curves - German Electricity

German Electricity baseload day and week contracts curve - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 100

German Electricity baseload month, quarter and year contracts curve - October 25, 2017

German Electricity average rate future baseload contracts curve - October 25, 2017


German Electricity peak load week contracts curve - October 25, 2017
Note that the risk interval in instrument currency is calculated using a price shift of EUR 50

German Electricity peak load month, quarter and year contracts curve - October 25, 2017 Note that the risk interval in instrument currency is changed from EUR 50 to 0.



German Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 100.

German Electricty Baseload Monthly Settled month, quarter and year DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 100.

German Only Electricity Baseload - October 25, 2017

German Only Electricity Peakload - October 25, 2017

Margin Curves - German EPADs

German EPADs - Belgium - October 25, 2017

German EPADs - France - October 25, 2017

German EPADs - Netherlands - October 25, 2017

 

Margin Curves - German Natural Gas

German Gaspool Natural Gas Monthly Settled DS Futures - October 25, 2017

German NCG Natural Gas Monthly Settled DS Futures - October 25, 2017

Margin Curves - Belgian Electricity

Belgian Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Belgian Electricty baseload Monthly Settled month, quarter and year DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Margin Curves - Belgian Natural Gas

Belgian Zeebrugge Natural Gas Monthly Settled DS Futures - October 25, 2017

Margin Curves - Dutch Electricity

Dutch Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Dutch Electricty baseload Monthly Settled month, quarter and year DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Margin Curves - Dutch Natural Gas

Dutch TTF Natural Gas Monthly Settled DS Futures - October 25, 2017

Margin Curves - French Electricity

French Electricity baseload day and week Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

 

French Electricity baseload month, quarter and year Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

French Electricity peakload week Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

French Electricity peakload month, quarter and year Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

French Electricity baseload Monthly Settled day, week, working day week and weekend DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

French Electricity baseload Monthly Settled month, quarter and year DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Margin Curves - French Natural Gas

French PEG Nord Natural Gas Monthly Settled DS Futures - October 25, 2017

French TRS Natural Gas Monthly Settled DS Futures - October 25, 2017

Margin Curves - UK Electricity

UK Electricity baseload week Future curve - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

UK Electricity baseload month, quarter and season Future curve - October 25, 2017

 

UK Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

UK Electricty baseload Monthly Settled DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Margin Curves - UK Natural Gas

UK NBP Natural Gas Monthly Settled DS Futures - October 25, 2017

Margin Curves - Italian Electricity

Italian Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Italian Electricty Baseload Monthly Settled month, quarter and year DS Futures - October 25, 2017, Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Margin Curves - Spanish Electricity

Spanish Electricty Baseload Monthly Settled day, week, working day week and weekend DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Spanish Electricty Baseload Monthly Settled month, quarter and year DS Futures - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Margin Curves - Allowances

European Union Allowance curve - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

Margin Curves - Swedish-Norwegian Electricity Certificates

Swedish-Norwegian Electricity Certificate SEK curve - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of SEK 50. In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

Margin Curves - Seafood

Seafood - FPSA - October 25, 2017

Margin Curves - Fuel Oil

Rotterdam 3,5% FOB - RDM35FOSS - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP

Singapore 180 CST FOB - SPO180FOSS - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP

 

Singapore 380 CST FOB - SPO380FOSS - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP

 

MED 3,5% FOB - MED35FOSS - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP

 

 

Margin Curves - Dry bulk

Capesize - C3 - October 25, 2017

Capesize - C4 - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

Capesize - C5 - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

Capesize - C7 - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

Panamax - P1A - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 1000.

 

Panamax - P2A - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

Panamax - P3A - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

Capesize 4 TC - CS4TC - October 25, 2017 The CS4TC risk group has been merged with the CS5TC risk group following changes in the underlying after 2017-01-01. Margin is calculated using the CS5TC curve with a price shift of 1064 corresponding to the fixed price differential between CS4TC and CS5TC contracts. Note that this allows full netting between CS4TC and CS5TC contracts.

 

Capesize 5 TC - CS5TC - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

Panamax 4TC - PM4TC - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

Supramax 6 TC - SM6TC - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

 

Handysize 6 TC - HS6TC - October 25, 2017 In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP».

Margin Curves - Tankers

Aframax - TD7USD - October 25, 2017

Aframax - TD8USD - October 25, 2017

 

Suezmax - TD20USD - October 25, 2017

VLCC - TD3USD - October 25, 2017

MR - TC2USD - October 25, 2017

MR - TC6USD - October 25, 2017

MR -TC7USD - October 25, 2017

MR - TC12USD - October 25, 2017

 

MR - TC14USD -  October 25, 2017

MR - MRA - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 10 000.

LR 1- TC5USD - October 25, 2017

LPG1 - VLGC Ras Tanura - October 25, 2017

MR - TC9USD - October 25, 2017

MR - TC15USD - October 25, 2017

Margin Curves - Renewables

German Wind Renewables curve - October 25, 2017 Note that the risk interval in instrument currency is calculated using a price shift of EUR 200.

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