As result of a regular parameter review, ECC plans to adjust the parameters for the Initial Margin Spot Market (IMSM) as of 8 March 2023 as follows:
The new parameters applicable will be:
| Parameter | Current | New |
| α (multiplier for statistical component) | 2.9 | 2.3 |
| β (multiplier for maximum component) | 1.7 | 1.6 |
All other IMSM model parameters remain unchanged.
Contact:
European Commodity Clearing AG
Clearing & Settlement
Phone: +49 341 24680-444
E-mail: clearing@ecc.de