Delivery Margin

The purpose of delivery margin is to cover the risks between the last trading day and final settlement. There is no single way in which the delivery margin is calculated as it is dependent on the underlying delivery mechanism. Examples include taking full value, continuing to calculate Initial Margin for short positions only, or applying a specific charge based on penalties for non-delivery.

We invite you to learn more and read more of our content. Explore our collection of Ebooks, such as our Margin Management Ebook . Explore a wide selection of blogs on our insights page, such as our blog on Understanding Delivery Margin. Additionally, learn more about OpenGamma by watching our demo and taking a look at our product and solutions pages.