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Margin
Estimate margin requirements for current and potential future portfolios and price moves.
Your Margin Questions
How do I calculate my margin before end of the day, and how it may change due to intraday market price movements?
How do I simulate the impact of potential trades on future margin requirements?
How would my EEX margin requirement change if I transferred deals across from another exchange?
Can I analyse different elements of my portfolio to see what’s driving my margin requirements?
Recent high volatility in energy markets has created opportunities for traders, but also challenges. Collateral requirements now pose a major liquidity risk for participants and estimating forward margin requirements is more difficult during times of increased volatility.
Traders tell us they are challenged by understanding which elements of their portfolios are driving margin requirements, and by estimating the effect potential trades may have on initial margin calculations.
Our Margin Solution
Helps energy and commodity market participants better manage margins across complex current and potential future portfolios. Detailed insights and reporting gives participants the knowledge and confidence to hedge positions and manage liquidity risks effectively.
Consistent with industry standard SPAN® margin methodology, Lacima Analytics > Margin is a powerful, yet easy-to-use alternative to PC-SPAN. Simply upload the daily SPAN file and your positions to estimate margin requirements of your existing portfolio. Then, run potential trade scenarios to assess how your margin obligations may vary with changes in your positions or market prices.
This comprehensive yet user-friendly approach to margin management makes Lacima Analytics > Margin a must-have solution for energy and commodity market participants.