Summary
As result of a regular parameter review, ECC adjusts the risk parameters for the Initial
Margin Spot Market (IMSM) and Current Exposure Spot Market (CESM) (Sell Margin
parameter OTE Natural Gas) as well as the Margin Parameter for Storable Commodities
(CESM, Buy side only) as of 24 July 2024 as follows:
| Parameter | Current | New |
|---|---|---|
| Sell Margin Parameter OTE Natural Gas | -0.3 | -0.25 |
| Buy Margin Parameter Storable Commodities | 0.2 | 0.15 |
All other margin parameters remain unchanged.
Please read the attached document for further information.
Contact
European Commodity Clearing AG
Clearing & Settlement
Phone: +49 341 24680-444
E-mail: clearing@ecc.de