Fixed Income Section

Initial Margins

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Margins Manual (MVP)

English Version

English 18/03/2021 /sites/default/files/2021-04/4618EN%20202104%20v02.0%20Fixed%20Income%20-%20Margins%20manual%20%28MVP%29.pdf Margins Manual (MVP)
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Parameters Methodologies for Fixed Income

English Version

English 15/03/2021 /sites/default/files/2021-04/4568EN%20202104%20v02.0%20Fixed%20Income%20-%20Parameters%20methodologies%20used%20in%20margin%20calculations.pdf Parameters Methodologies for Fixed Income
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SRF Disclosure for Members

English Version

English 15/03/2021 /sites/default/files/2021-03/2.0%20-%20201802%20SRF%20-%20Disclosure%20for%20Members.pdf SRF Disclosure for Members

Default Fund

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Fixed Income Default Fund Manual

English Version

English 15/03/2021 /sites/default/files/2021-04/4570EN%20202104%20v02.0%20Fixed%20Income%20-%20Default%20fund%20manual.pdf Fixed Income Default Fund Manual

Equity & Equity Derivatives

Initial Margins

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Parameters Methodologies for Equity&Equity Der

English Version

English 15/03/2021 /sites/default/files/2021-04/4571EN%20202104%20v02.0%20Equity%20Equity%20Der%20-%20Parameters%20methodologies%20used%20in%20margin%20calculations.pdf Parameters Methodologies for Equity&Equity Der
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Margin Manual (MARS) V2.0

English Version

English 15/03/2021 /sites/default/files/2021-05/4572EN%20202104%20v02.0%20Equity%20Equity%20Der%20-%20Margin%20system%20manual%20%28MARS%29.pdf Margin Manual (MARS) V2.0
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Methodologies for determining Initial Margins

English Version

English 15/03/2021 /sites/default/files/2021-04/4573EN%20202104%20v02.0%20Equity%20Equity%20Der%20-%20Methodologies%20for%20determining%20initial%20margins.pdf Methodologies for determining Initial Margins

Default Fund

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Equity&Equity Der Default Fund Manual

English Version

English 15/03/2021 /sites/default/files/2021-04/4574EN%20202104%20v02.0%20Equity%20Equity%20Der%20-%20Default%20fund%20manual.pdf Equity&Equity Der Default Fund Manual

Electricity Derivatives

Initial Margins

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Margins Manual (MMeL)

English Version

English 15/03/2021 /sites/default/files/2021-03/MMeL%20Manual%20Margins%20for%20Electricity%20Markets%20v%203.1%20ENG%20%28Clean%29.pdf Margins Manual (MMeL)

Default Fund

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Electricity Derivatives Default Fund Manual

English Version

English 15/03/2021 /sites/default/files/2021-03/1.3%20-%20201709%20-%20Default%20Fund%20IDEX%20Manual%20%28US%29_0.pdf Electricity Derivatives Default Fund Manual

Agricultural Derivatives

Initial Margins

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Margins Manual (MMeG)

English Version

English 15/03/2021 /sites/default/files/2021-03/1.1%20-%2020160928%20-%20MMeG%20Manual%20%28US%29.pdf Margins Manual (MMeG)

Default Fund

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Agricultural Derivatives Default Fund Manual

English Version

English 15/03/2021 /sites/default/files/2021-03/1.3%20-%20201709%20-%20Default%20Fund%20AGREX%20Manual%20%28US%29_0.pdf Agricultural Derivatives Default Fund Manual

Stress Test

Default Fund

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Stress Test Methodologies

English Version

English 15/03/2021 /sites/default/files/2021-04/4579EN%20202104%20v13.0%20Stress%20test%20methodologies.pdf Stress Test Methodologies