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Margin Curves - Swedish-Norwegian Electricity Certificates

Swedish-Norwegian Electricity Certificate SEK curve
Swedish-Norwegian Electricity Certificate SEK curve - 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».

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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