18 October 2024

How to calculate margin requirements for EEX-traded products

Forecasting margins can be extremely challenging, particularly in volatile times, and existing solutions are inefficient and offer limited insights. Effective margin management requires participants to not only calculate their current margin position, but drill down to understand which positions are driving margin requirements, and the effect of margin offsets.

Optimised to work with ECC’s SPAN file, Lacima Analytics > Margin helps participants overcome these challenges and manage their margins effectively.

Watch this video to learn how you can calculate margin requirements for EEX-traded products with Lacima Analytics > Margin.

In this video, you’ll learn how to perform:

  • Calculate your margin requirements for any EEX-traded product using ECC’s SPAN methodology;
  • Simulate the impact of potential trades and market movements on margin requirements;
  • Drill down to understand individual margin drivers within your portfolio; and
  • Assess how transferring portfolios from other exchanges will affect your EEX margin requirement, including inter-commodity & perfect spread credit offsets.

Learn more about the Lacima Analytics > Margin solution here.

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