Summary
As a result of a regular quarterly parameter review, ECC adjusts selected risk parameters as of 11 May 2026. The changes affect the risk parameters for the Initial Margin Spot Market (IMSM) and Current Exposure Spot Market (CESM) (Sell Margin Parameter OTE Natural Gas ). The GB Imbalance Cost Ratio is used in the monthly calculation for the GB Price Independent Parameter.
The new parameters applicable will be:
| Parameter | Current | New |
|---|---|---|
| Sell Margin Parameter OTE Natural Gas | 0.1 | 0.2 |
| GB Imbalance Cost Ratio | 1.4 | 1.75 |
All other margin parameters remain unchanged.
Please find detailed information in the document below.
CONTACT
European Commodity
Clearing AG
T +49 341 24680-444
clearing@ecc.de