“Despite parameters being published and overviews of the algorithms being available, it can still be difficult to forecast margin changes and predict funding requirements.”

Jo Burnham, Risk and Margin SME at OpenGamma, Gas and Power Derivatives: A Guide to Sudden Changes in Margin

For Commodity Trading Firms, spikes in margin requirements can be difficult to predict. There are many causes, some of which are common to all exchange traded derivatives, but others are specific to the commodity markets because of the structure of the products traded, for example cascading gas and power, crack spreads and BALMO.

In our latest eBook, learn more about:

  • How changing margin rates can impact margin requirements
  • What might be negatively impacting your margin in surprising ways
  • The impact of CME’s move from SPAN to VaR

Download eBook


Recent posts


Privacy Settings
We use cookies to enhance your experience while using our website. If you are using our Services via a browser you can restrict, block or remove cookies through your web browser settings. We also use content and scripts from third parties that may use tracking technologies. You can selectively provide your consent below to allow such third party embeds. For complete information about the cookies we use, data we collect and how we process them, please check our Privacy Policy
Youtube
Consent to display content from Youtube
Vimeo
Consent to display content from Vimeo
Google Maps
Consent to display content from Google
Spotify
Consent to display content from Spotify
Sound Cloud
Consent to display content from Sound