Summary
As a result of an annual parameter recalibration, ECC plans to adjust the model parameters for the Volatility Scan Range (VSR) as of 06th September 2024 as follows:
| Parameter | Current | New |
| F (floor to the VSR Parameter) | 0.1 | 0.08 |
| D (default VSR Parameter in case of illiquidity and missing data) | 0.5 | 0.4 |
All other VSR model parameters remain unchanged.
Contact
European Commodity Clearing AG
Clearing & Settlement
Phone: +49 341 24680-444
E-mail: clearing@ecc.de