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Margin Curves

Margin RequirementMargin Curves

Margin Curves - Nordic Electricity

Nordic Electricity baseload day and week contracts curve - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018

German Electricity average rate future baseload contracts curve - January 23, 2018


German Electricity peak load week contracts curve - January 23, 2018
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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 Note that the risk interval in instrument currency is calculated using a price shift of EUR 100.

German Only Electricity Baseload - January 23, 2018

German Only Electricity Peakload - January 23, 2018

Margin Curves - German EPADs

German EPADs - France - January 23, 2018


 

 

Margin Curves - German Natural Gas

German Gaspool Natural Gas Monthly Settled DS Futures - January 23, 2018

German NCG Natural Gas Monthly Settled DS Futures - January 23, 2018

Margin Curves - Belgian Electricity

Belgian Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018

Margin Curves - Dutch Electricity

Dutch Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018

Margin Curves - French Electricity

French Electricity baseload day and week Futures - January 23, 2018 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 - January 23, 2018 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

French Electricity peakload week Futures - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018

French TRS Natural Gas Monthly Settled DS Futures - January 23, 2018

Margin Curves - UK Electricity

UK Electricity baseload week Future curve - January 23, 2018 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 - January 23, 2018

 

UK Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - January 23, 2018 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

UK Electricty baseload Monthly Settled DS Futures - January 23, 2018 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 - January 23, 2018

Margin Curves - Italian Electricity

Italian Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - January 23, 2018 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 - January 23, 2018, 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 - January 23, 2018 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 - January 23, 2018 Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

Margin Curves - Allowances

European Union Allowance curve - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018

Margin Curves - Fuel Oil

Rotterdam 3,5% FOB - RDM35FOSS - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018

Capesize - C4 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 Note that the risk interval in instrument currency is calculated using a price shift of EUR 1000.

 

Panamax - P2A - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018 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 - January 23, 2018

Aframax - TD8USD - January 23, 2018

 

Suezmax - TD20USD - January 23, 2018

VLCC - TD3USD - January 23, 2018

MR - TC2USD - January 23, 2018

MR - TC6USD - January 23, 2018

MR -TC7USD - January 23, 2018

MR - TC12USD - January 23, 2018

 

MR - TC14USD -  January 23, 2018

MR - MRA - January 23, 2018 Note that the risk interval in instrument currency is calculated using a price shift of EUR 10 000.

LR 1- TC5USD - January 23, 2018

LPG1 - VLGC Ras Tanura - January 23, 2018

MR - TC9USD - January 23, 2018

MR - TC15USD - January 23, 2018

Margin Curves - Renewables

German Wind Renewables curve - January 23, 2018 Note that the risk interval in instrument currency is calculated using a price shift of EUR 200.

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