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ECC Margining Test Files
For testing purposes ECC provides a parameter file which can be downloaded and used for re-calculating margin requirements.
Document title | Filesize | Filetype | |
---|---|---|---|
ECC SPAN Risk Parameters – Test 04 (2011-08-30) | 0.7 MB |
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ZIP |
ECC Test Positions 01 (2011-08-30) | 1.3 kB |
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ZIP |
Period Deltas (2011-08-30) | 7.2 kB |
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HTML |
Positions (2011-08-30) | 7.9 kB |
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HTML |
Intercommodity-Spreading Tier-Requirements (2011-08-30) | 9.7 kB |
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HTML |
Scanning Tier Requirements (2011-08-30) | 36.8 kB |
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HTML |
Short Option Minimum Tier Requirements (2011-08-30) | 7 kB |
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HTML |
Scan Risk Contributions (2011-08-30) | 8 kB |
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HTML |
Disclaimer:
'SPAN' is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile Exchange Inc. assumes no liability in connection with the use of SPAN by any person or entity.