Collateral Securities for European Union Allowances (EUA)

    The number of emission rights eligible as margin collateral is the amount of emission rights booked in the internal inventory account for at least 105 days.

    The collateral value of the emission rights is the current market value less haircut.

    The current haircut for EUAs can be found here.

    Concentration risk limits apply as follows: EUA collateral is limited to maximum of 20 % of margin requirement per trading participant. On derivatives markets only an existing short position can be covered.

    To apply for the usage of EUA as collateral please use the ECC Form "Application form Emission Rights as Margin Credit"

    Direct Contact

    Risk Operations

    +49 341 24680-444

    Accepted Securities

    Information on accepted securities collateral is provided in the xls-file "Accepted Collateral Securities".