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Margin Curves - Nordic Electricity

Nordic El baseload day and week
Nordic Electricity baseload day and week contracts curve - 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 El baseload month, quarter, year
Nordic Electricity baseload month, quarter and year contracts curve - In addition to the margin curve, contracts on this underlying also have a minimum margin requirement. Details can be obtained from the FTP »
Nordic El average rate future baseload
Nordic Electricity average rate future baseload 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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