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Margin Curves - German Electricity

German Electricity baseload day and week
German Electricity baseload day and week contracts curve - Note that the risk interval in instrument currency is calculated using a price shift of EUR 100.
German Electricity baseload month, quarter and year
German Electricity baseload month, quarter and year contracts curve
German Electricity average rate future baseload contracts curve
German Electricity average rate future baseload contracts curve
German Electricity peak load week
German Electricity peak load week contracts curve - Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.
German Electricty Baseload Monthly Settled month, quarter and year DS Futures
German Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures - Note that the risk interval in instrument currency is calculated using a price shift of EUR 100.
German only Electricity Baseload
German Only Electricity Baseload
German only Electricity Peakload
German Only Electricity Peakload

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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