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Margin Curves - Allowances

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

SPAN® Parameter files

The SPAN® risk model is used for the initial margin calculation.

SPAN is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile Exchange Inc. assumes no liability in connection with the use of SPAN by any person or entity.

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