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Margin Curves - Italian Electricity

Italian Electricty baseload Monthly Settled day, week, working day week and weekend DS Futures
Italian Electricity 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 50.
Italian Electricty Baseload Monthly Settled month, quarter and year DS Futures
Italian Electricity Baseload Monthly Settled month, quarter and year DS Futures - 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
Spanish Electricity 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 50.
Spanish Electricty Baseload Monthly Settled month, quarter and year DS Futures
Spanish Electricity Baseload Monthly Settled month, quarter and year DS Futures - Note that the risk interval in instrument currency is calculated using a price shift of EUR 50.

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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