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[]
[]
[null,null,null,null,null,null,null,null,"With Holiday Adjustment?","YES","standard: YES"]
[]
[null,null,null,"IMSM Margin Calculator Example V 3.0.6"]
[null,null,null,"last update: 2023-03-08"]
[]
[]
[]
["Date","Exposure","T0Exposure",{"$f":"\"Exposure > \" & minIMSM & \" EUR\"","v":"Exposure > 0 EUR"},{"$f":"\"1-day-Exposure > \" & minIMSM & \" EUR\"","v":"1-day-Exposure > 0 EUR"},"Holiday Adjustment",{"$f":"\"T0Exposure > \" & minIMSM & \" EUR\"","v":"T0Exposure > 0 EUR"},"Mean","Standard Deviation (SD)","Number of datapoints","SD with Securityfactor (SDS)","Mean + alpha * SDS","beta * Max (T-30 to T)","IMSM Requirement"]
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["2022-05-04",1102410,548039,{"$f":"IF(B23>minIMSM,B23,\"\")","v":1102410},1102410,{"$f":"IF(ISERROR(MATCH($A23,Calendar!$A$2:$A$2598,0)),\"\",\nIF(VLOOKUP(A23,Calendar!$A$2:$D$2598,3)=0,\"\",\nIF(ISERROR(AVERAGE(OFFSET(E24,0,0,window_size,1))),\nIF(COUNTBLANK(OFFSET(E24,0,0,window_size_max-1))=window_size_max-1,\"\",MAX(OFFSET(D24,0,0,window_size_max-1))),\nVLOOKUP(A23,Calendar!$A$2:$D$2598,3)*AVERAGE(OFFSET(E24,0,0,window_size,1))+MAX(OFFSET(D24,0,0,window_size_max-1)))))","v":""},548039,848978.56279069767,537321.84085751954,215,575477.20199536637,2172576.1273800405,2783016,{"$f":"IF(VLOOKUP(A23,Calendar!A:E,5,FALSE)=0,\"\",IF(ISERROR(O23),minIMSM+add_margin,CEILING(MAX(OFFSET(M23,O23,0),OFFSET(L23,O23,0),minIMSM)+add_margin,roundto)))","v":2840000},{"$f":"IF(INDIRECT(\"Calendar!E\"&MATCH($A23,Calendar!A:A,0)-1),0,IF(INDIRECT(\"Calendar!E\"&MATCH($A23,Calendar!A:A,0)-2),1,2))","v":0}]
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{"sheet":"Calendar","index":2,"n_rows":2598,"n_cols":8,"rows_kept":2598,"cut":false,"hidden":false,"merged":[]}
["ECC Calendar ","index","Holiday Adjustment Factor","Flag Weekday","ECC Business Day","Rows Until Next Business Day","Days Until Business Day After Next BD"]
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["2021-10-11",1756,0,0,1,1,2]
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["2021-11-11",1779,0,1,1,1,4]
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["2021-11-19",1785,0,0,1,1,4]
["2021-11-22",1786,0,0,1,1,2]
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["2021-11-30",1792,0,1,1,1,2]
["2021-12-01",1793,{"$f":"MAX(G1794-4,0)","v":0},1,1,1,2]
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["2021-12-03",1795,0,0,1,1,4]
["2021-12-06",1796,0,0,1,1,2]
["2021-12-07",1797,0,1,1,1,2]
["2021-12-08",1798,0,1,1,1,2]
["2021-12-09",1799,0,1,1,1,{"$f":"IF($E1800=1,INDIRECT(\"$A$\"&ROW($A1800)+MATCH(1,INDIRECT(\"$E$\"&ROW($A1800)+1+$F1800&\":$E$2598\"),0)+$F1800)-$A1800,0)","v":4}]
["2021-12-10",1800,0,0,1,1,4]
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["2021-12-14",1802,0,1,1,1,2]
["2021-12-15",1803,0,1,1,1,2]
["2021-12-16",1804,0,1,1,1,4]
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["2021-12-21",1807,0,1,1,1,2]
["2021-12-22",1808,0,1,1,1,2]
["2021-12-23",1809,0,1,1,1,4]
["2021-12-24",1810,0,{"$f":"IF(ABS(WEEKDAY($A1811)-4)<=1,1,0)","v":0},1,1,4]
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["2021-12-29",1813,0,1,1,1,2]
["2021-12-30",1814,0,1,1,1,4]
["2021-12-31",1815,0,0,1,1,4]
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["2022-01-05",1818,0,1,1,1,2]
["2022-01-06",1819,0,1,1,1,4]
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["2022-01-10",1821,0,0,1,1,2]
["2022-01-11",1822,0,1,1,1,2]
["2022-01-12",1823,0,1,1,1,2]
["2022-01-13",1824,0,1,1,1,4]
["2022-01-14",1825,0,0,1,1,4]
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["2022-02-04",1840,0,0,1,1,4]
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["2022-02-10",1844,0,1,1,1,4]
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["2022-02-14",1846,0,0,1,1,2]
["2022-02-15",1847,0,1,1,1,2]
["2022-02-16",1848,0,1,1,1,2]
["2022-02-17",1849,0,1,1,1,4]
["2022-02-18",1850,0,0,1,1,4]
["2022-02-21",1851,0,0,1,1,2]
["2022-02-22",1852,0,1,1,1,2]
["2022-02-23",1853,0,1,1,1,2]
["2022-02-24",1854,0,1,1,1,4]
["2022-02-25",1855,0,0,1,1,4]
["2022-02-28",1856,0,0,1,1,2]
["2022-03-01",1857,{"$f":"MAX(G1858-4,0)","v":0},1,1,1,2]
["2022-03-02",{"$f":"ROW(A1859)-1","v":1858},0,1,1,{"$f":"IF($E1859=1,MATCH(1,INDIRECT(\"$E$\"&ROW($A1859)+1&\":$E$2598\"),0),0)","v":1},2]
["2022-03-03",1859,0,1,1,1,4]
["2022-03-04",1860,0,0,1,1,4]
["2022-03-07",1861,0,0,1,1,2]
["2022-03-08",1862,0,1,1,1,2]
["2022-03-09",1863,0,1,1,1,{"$f":"IF($E1864=1,INDIRECT(\"$A$\"&ROW($A1864)+MATCH(1,INDIRECT(\"$E$\"&ROW($A1864)+1+$F1864&\":$E$2598\"),0)+$F1864)-$A1864,0)","v":2}]
["2022-03-10",1864,0,1,1,1,4]
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["2022-03-15",1867,0,1,1,1,2]
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["2022-03-18",1870,0,0,1,1,4]
["2022-03-21",1871,0,0,1,1,2]
["2022-03-22",1872,0,1,1,1,2]
["2022-03-23",1873,0,1,1,1,2]
["2022-03-24",1874,0,{"$f":"IF(ABS(WEEKDAY($A1875)-4)<=1,1,0)","v":1},1,1,4]
["2022-03-25",1875,0,0,1,1,4]
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["2022-03-29",1877,0,1,1,1,2]
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["2022-04-06",1883,0,1,1,1,2]
["2022-04-07",1884,0,1,1,1,4]
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["2022-04-15",1890,0,0,0,0,0]
["2022-04-18",1891,0,0,0,0,0]
["2022-04-19",1892,0,1,1,1,2]
["2022-04-20",1893,0,1,1,1,2]
["2022-04-21",1894,0,1,1,1,4]
["2022-04-22",1895,0,0,1,1,4]
["2022-04-25",1896,0,0,1,1,2]
["2022-04-26",1897,0,1,1,1,2]
["2022-04-27",1898,0,1,1,1,2]
["2022-04-28",1899,0,1,1,1,4]
["2022-04-29",1900,0,0,1,1,4]
["2022-05-02",1901,0,0,1,1,2]
["2022-05-03",1902,0,1,1,1,2]
["2022-05-04",1903,0,1,1,1,2]
["2022-05-05",1904,0,1,1,1,4]
["2022-05-06",1905,0,0,1,1,4]
["2022-05-09",1906,0,0,1,1,2]
["2022-05-10",1907,0,1,1,1,2]
["2022-05-11",1908,0,1,1,1,2]
["2022-05-12",1909,0,1,1,1,4]
["2022-05-13",1910,0,0,1,1,4]
["2022-05-16",1911,0,0,1,1,2]
["2022-05-17",1912,0,1,1,1,2]
["2022-05-18",1913,0,1,1,1,2]
["2022-05-19",1914,0,1,1,1,4]
["2022-05-20",1915,0,0,1,1,4]
["2022-05-23",1916,0,0,1,1,2]
["2022-05-24",1917,0,1,1,1,2]
["2022-05-25",1918,0,1,1,1,2]
["2022-05-26",1919,0,1,1,1,4]
["2022-05-27",1920,0,0,1,1,4]
["2022-05-30",1921,0,0,1,1,2]
["2022-05-31",{"$f":"ROW(A1923)-1","v":1922},0,1,1,{"$f":"IF($E1923=1,MATCH(1,INDIRECT(\"$E$\"&ROW($A1923)+1&\":$E$2598\"),0),0)","v":1},2]
["2022-06-01",1923,0,1,1,1,2]
["2022-06-02",1924,0,1,1,1,4]
["2022-06-03",1925,0,0,1,1,4]
["2022-06-06",1926,0,0,1,1,2]
["2022-06-07",1927,0,1,1,1,{"$f":"IF($E1928=1,INDIRECT(\"$A$\"&ROW($A1928)+MATCH(1,INDIRECT(\"$E$\"&ROW($A1928)+1+$F1928&\":$E$2598\"),0)+$F1928)-$A1928,0)","v":2}]
["2022-06-08",1928,0,1,1,1,2]
["2022-06-09",1929,0,1,1,1,4]
["2022-06-10",1930,0,0,1,1,4]
["2022-06-13",1931,0,0,1,1,2]
["2022-06-14",1932,0,1,1,1,2]
["2022-06-15",1933,0,1,1,1,2]
["2022-06-16",1934,0,1,1,1,4]
["2022-06-17",1935,0,0,1,1,4]
["2022-06-20",1936,0,0,1,1,2]
["2022-06-21",1937,0,1,1,1,2]
["2022-06-22",1938,0,{"$f":"IF(ABS(WEEKDAY($A1939)-4)<=1,1,0)","v":1},1,1,2]
["2022-06-23",1939,0,1,1,1,4]
["2022-06-24",1940,0,0,1,1,4]
["2022-06-27",1941,0,0,1,1,2]
["2022-06-28",1942,0,1,1,1,2]
["2022-06-29",1943,0,1,1,1,2]
["2022-06-30",1944,0,1,1,1,4]
["2022-07-01",1945,0,0,1,1,4]
["2022-07-04",1946,0,0,1,1,2]
["2022-07-05",1947,0,1,1,1,2]
["2022-07-06",1948,0,1,1,1,2]
["2022-07-07",1949,0,1,1,1,4]
["2022-07-08",1950,0,0,1,1,4]
["2022-07-11",1951,0,0,1,1,2]
["2022-07-12",1952,0,1,1,1,2]
["2022-07-13",1953,{"$f":"MAX(G1954-4,0)","v":0},1,1,1,2]
["2022-07-14",1954,0,1,1,1,4]
["2022-07-15",1955,0,0,1,1,4]
["2022-07-18",1956,0,0,1,1,2]
["2022-07-19",1957,0,1,1,1,2]
["2022-07-20",1958,0,1,1,1,2]
["2022-07-21",1959,0,1,1,1,4]
["2022-07-22",1960,0,0,1,1,4]
["2022-07-25",1961,0,0,1,1,2]
["2022-07-26",1962,0,1,1,1,2]
["2022-07-27",1963,0,1,1,1,2]
["2022-07-28",1964,0,1,1,1,4]
["2022-07-29",1965,0,0,1,1,4]
["2022-08-01",1966,0,0,1,1,2]
["2022-08-02",1967,0,1,1,1,2]
["2022-08-03",1968,0,1,1,1,2]
["2022-08-04",1969,0,1,1,1,4]
["2022-08-05",1970,0,0,1,1,4]
["2022-08-08",1971,0,0,1,1,2]
["2022-08-09",1972,0,1,1,1,2]
["2022-08-10",1973,0,1,1,1,2]
["2022-08-11",1974,0,1,1,1,4]
["2022-08-12",1975,0,0,1,1,4]
["2022-08-15",1976,0,0,1,1,2]
["2022-08-16",1977,0,1,1,1,2]
["2022-08-17",1978,0,1,1,1,2]
["2022-08-18",1979,0,1,1,1,4]
["2022-08-19",1980,0,0,1,1,4]
["2022-08-22",1981,0,0,1,1,2]
["2022-08-23",1982,0,1,1,1,2]
["2022-08-24",1983,0,1,1,1,2]
["2022-08-25",1984,0,1,1,1,4]
["2022-08-26",1985,0,0,1,1,4]
["2022-08-29",{"$f":"ROW(A1987)-1","v":1986},0,0,1,{"$f":"IF($E1987=1,MATCH(1,INDIRECT(\"$E$\"&ROW($A1987)+1&\":$E$2598\"),0),0)","v":1},2]
["2022-08-30",1987,0,1,1,1,2]
["2022-08-31",1988,0,1,1,1,2]
["2022-09-01",1989,0,1,1,1,4]
["2022-09-02",1990,0,0,1,1,4]
["2022-09-05",1991,0,0,1,1,{"$f":"IF($E1992=1,INDIRECT(\"$A$\"&ROW($A1992)+MATCH(1,INDIRECT(\"$E$\"&ROW($A1992)+1+$F1992&\":$E$2598\"),0)+$F1992)-$A1992,0)","v":2}]
["2022-09-06",1992,0,1,1,1,2]
["2022-09-07",1993,0,1,1,1,2]
["2022-09-08",1994,0,1,1,1,4]
["2022-09-09",1995,0,0,1,1,4]
["2022-09-12",1996,0,0,1,1,2]
["2022-09-13",1997,0,1,1,1,2]
["2022-09-14",1998,0,1,1,1,2]
["2022-09-15",1999,0,1,1,1,4]
["2022-09-16",2000,0,0,1,1,4]
["2022-09-19",2001,0,0,1,1,2]
["2022-09-20",2002,0,{"$f":"IF(ABS(WEEKDAY($A2003)-4)<=1,1,0)","v":1},1,1,2]
["2022-09-21",2003,0,1,1,1,2]
["2022-09-22",2004,0,1,1,1,4]
["2022-09-23",2005,0,0,1,1,4]
["2022-09-26",2006,0,0,1,1,2]
["2022-09-27",2007,0,1,1,1,2]
["2022-09-28",2008,0,1,1,1,2]
["2022-09-29",2009,0,1,1,1,4]
["2022-09-30",2010,0,0,1,1,4]
["2022-10-03",2011,0,0,1,1,2]
["2022-10-04",2012,0,1,1,1,2]
["2022-10-05",2013,0,1,1,1,2]
["2022-10-06",2014,0,1,1,1,4]
["2022-10-07",2015,0,0,1,1,4]
["2022-10-10",2016,0,0,1,1,2]
["2022-10-11",2017,{"$f":"MAX(G2018-4,0)","v":0},1,1,1,2]
["2022-10-12",2018,0,1,1,1,2]
["2022-10-13",2019,0,1,1,1,4]
["2022-10-14",2020,0,0,1,1,4]
["2022-10-17",2021,0,0,1,1,2]
["2022-10-18",2022,0,1,1,1,2]
["2022-10-19",2023,0,1,1,1,2]
["2022-10-20",2024,0,1,1,1,4]
["2022-10-21",2025,0,0,1,1,4]
["2022-10-24",2026,0,0,1,1,2]
["2022-10-25",2027,0,1,1,1,2]
["2022-10-26",2028,0,1,1,1,2]
["2022-10-27",2029,0,1,1,1,4]
["2022-10-28",2030,0,0,1,1,4]
["2022-10-31",2031,0,0,1,1,2]
["2022-11-01",2032,0,1,1,1,2]
["2022-11-02",2033,0,1,1,1,2]
["2022-11-03",2034,0,1,1,1,4]
["2022-11-04",2035,0,0,1,1,4]
["2022-11-07",2036,0,0,1,1,2]
["2022-11-08",2037,0,1,1,1,2]
["2022-11-09",2038,0,1,1,1,2]
["2022-11-10",2039,0,1,1,1,4]
["2022-11-11",2040,0,0,1,1,4]
["2022-11-14",2041,0,0,1,1,2]
["2022-11-15",2042,0,1,1,1,2]
["2022-11-16",2043,0,1,1,1,2]
["2022-11-17",2044,0,1,1,1,4]
["2022-11-18",2045,0,0,1,1,4]
["2022-11-21",2046,0,0,1,1,2]
["2022-11-22",2047,0,1,1,1,2]
["2022-11-23",2048,0,1,1,1,2]
["2022-11-24",2049,0,1,1,1,4]
["2022-11-25",{"$f":"ROW(A2051)-1","v":2050},0,0,1,{"$f":"IF($E2051=1,MATCH(1,INDIRECT(\"$E$\"&ROW($A2051)+1&\":$E$2598\"),0),0)","v":1},4]
["2022-11-28",2051,0,0,1,1,2]
["2022-11-29",2052,0,1,1,1,2]
["2022-11-30",2053,0,1,1,1,2]
["2022-12-01",2054,0,1,1,1,4]
["2022-12-02",2055,0,0,1,1,{"$f":"IF($E2056=1,INDIRECT(\"$A$\"&ROW($A2056)+MATCH(1,INDIRECT(\"$E$\"&ROW($A2056)+1+$F2056&\":$E$2598\"),0)+$F2056)-$A2056,0)","v":4}]
["2022-12-05",2056,0,0,1,1,2]
["2022-12-06",2057,0,1,1,1,2]
["2022-12-07",2058,0,1,1,1,2]
["2022-12-08",2059,0,1,1,1,4]
["2022-12-09",2060,0,0,1,1,4]
["2022-12-12",2061,0,0,1,1,2]
["2022-12-13",2062,0,1,1,1,2]
["2022-12-14",2063,0,1,1,1,2]
["2022-12-15",2064,0,1,1,1,4]
["2022-12-16",2065,0,0,1,1,4]
["2022-12-19",2066,0,{"$f":"IF(ABS(WEEKDAY($A2067)-4)<=1,1,0)","v":0},1,1,2]
["2022-12-20",2067,0,1,1,1,2]
["2022-12-21",2068,0,1,1,1,2]
["2022-12-22",2069,1,1,1,1,5]
["2022-12-23",2070,1,0,1,2,5]
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["2024-03-11",2386,0,{"$f":"IF(ABS(WEEKDAY($A2387)-4)<=1,1,0)","v":0},1,1,2]
["2024-03-12",2387,0,1,1,1,2]
["2024-03-13",2388,0,1,1,1,2]
["2024-03-14",2389,0,1,1,1,4]
["2024-03-15",2390,0,0,1,1,4]
["2024-03-18",2391,0,0,1,1,2]
["2024-03-19",2392,0,1,1,1,2]
["2024-03-20",2393,0,1,1,1,2]
["2024-03-21",2394,0,1,1,1,4]
["2024-03-22",2395,0,0,1,1,4]
["2024-03-25",2396,0,0,1,1,2]
["2024-03-26",2397,0,1,1,1,2]
["2024-03-27",2398,2,1,1,1,6]
["2024-03-28",2399,2,1,1,3,6]
["2024-03-29",2400,0,0,0,0,0]
["2024-04-01",2401,{"$f":"MAX(G2402-4,0)","v":0},0,0,0,0]
["2024-04-02",2402,0,1,1,1,2]
["2024-04-03",2403,0,1,1,1,2]
["2024-04-04",2404,0,1,1,1,4]
["2024-04-05",2405,0,0,1,1,4]
["2024-04-08",2406,0,0,1,1,2]
["2024-04-09",2407,0,1,1,1,2]
["2024-04-10",2408,0,1,1,1,2]
["2024-04-11",2409,0,1,1,1,4]
["2024-04-12",2410,0,0,1,1,4]
["2024-04-15",2411,0,0,1,1,2]
["2024-04-16",2412,0,1,1,1,2]
["2024-04-17",2413,0,1,1,1,2]
["2024-04-18",2414,0,1,1,1,4]
["2024-04-19",2415,0,0,1,1,4]
["2024-04-22",2416,0,0,1,1,2]
["2024-04-23",2417,0,1,1,1,2]
["2024-04-24",2418,0,1,1,1,2]
["2024-04-25",2419,0,1,1,1,4]
["2024-04-26",2420,0,0,1,1,4]
["2024-04-29",2421,0,0,1,1,3]
["2024-04-30",2422,0,1,1,2,3]
["2024-05-01",2423,0,1,0,0,0]
["2024-05-02",2424,0,1,1,1,4]
["2024-05-03",2425,0,0,1,1,4]
["2024-05-06",2426,0,0,1,1,2]
["2024-05-07",2427,0,1,1,1,2]
["2024-05-08",2428,0,1,1,1,2]
["2024-05-09",2429,0,1,1,1,4]
["2024-05-10",2430,0,0,1,1,4]
["2024-05-13",2431,0,0,1,1,2]
["2024-05-14",2432,0,1,1,1,2]
["2024-05-15",2433,0,1,1,1,2]
["2024-05-16",{"$f":"ROW(A2435)-1","v":2434},0,1,1,{"$f":"IF($E2435=1,MATCH(1,INDIRECT(\"$E$\"&ROW($A2435)+1&\":$E$2598\"),0),0)","v":1},4]
["2024-05-17",2435,0,0,1,1,4]
["2024-05-20",2436,0,0,1,1,2]
["2024-05-21",2437,0,1,1,1,2]
["2024-05-22",2438,0,1,1,1,2]
["2024-05-23",2439,0,1,1,1,{"$f":"IF($E2440=1,INDIRECT(\"$A$\"&ROW($A2440)+MATCH(1,INDIRECT(\"$E$\"&ROW($A2440)+1+$F2440&\":$E$2598\"),0)+$F2440)-$A2440,0)","v":4}]
["2024-05-24",2440,0,0,1,1,4]
["2024-05-27",2441,0,0,1,1,2]
["2024-05-28",2442,0,1,1,1,2]
["2024-05-29",2443,0,1,1,1,2]
["2024-05-30",2444,0,1,1,1,4]
["2024-05-31",2445,0,0,1,1,4]
["2024-06-03",2446,0,0,1,1,2]
["2024-06-04",2447,0,1,1,1,2]
["2024-06-05",2448,0,1,1,1,2]
["2024-06-06",2449,0,1,1,1,4]
["2024-06-07",2450,0,{"$f":"IF(ABS(WEEKDAY($A2451)-4)<=1,1,0)","v":0},1,1,4]
["2024-06-10",2451,0,0,1,1,2]
["2024-06-11",2452,0,1,1,1,2]
["2024-06-12",2453,0,1,1,1,2]
["2024-06-13",2454,0,1,1,1,4]
["2024-06-14",2455,0,0,1,1,4]
["2024-06-17",2456,0,0,1,1,2]
["2024-06-18",2457,0,1,1,1,2]
["2024-06-19",2458,0,1,1,1,2]
["2024-06-20",2459,0,1,1,1,4]
["2024-06-21",2460,0,0,1,1,4]
["2024-06-24",2461,0,0,1,1,2]
["2024-06-25",2462,0,1,1,1,2]
["2024-06-26",2463,0,1,1,1,2]
["2024-06-27",2464,0,1,1,1,4]
["2024-06-28",2465,{"$f":"MAX(G2466-4,0)","v":0},0,1,1,4]
["2024-07-01",2466,0,0,1,1,2]
["2024-07-02",2467,0,1,1,1,2]
["2024-07-03",2468,0,1,1,1,2]
["2024-07-04",2469,0,1,1,1,4]
["2024-07-05",2470,0,0,1,1,4]
["2024-07-08",2471,0,0,1,1,2]
["2024-07-09",2472,0,1,1,1,2]
["2024-07-10",2473,0,1,1,1,2]
["2024-07-11",2474,0,1,1,1,4]
["2024-07-12",2475,0,0,1,1,4]
["2024-07-15",2476,0,0,1,1,2]
["2024-07-16",2477,0,1,1,1,2]
["2024-07-17",2478,0,1,1,1,2]
["2024-07-18",2479,0,1,1,1,4]
["2024-07-19",2480,0,0,1,1,4]
["2024-07-22",2481,0,0,1,1,2]
["2024-07-23",2482,0,1,1,1,2]
["2024-07-24",2483,0,1,1,1,2]
["2024-07-25",2484,0,1,1,1,4]
["2024-07-26",2485,0,0,1,1,4]
["2024-07-29",2486,0,0,1,1,2]
["2024-07-30",2487,0,1,1,1,2]
["2024-07-31",2488,0,1,1,1,2]
["2024-08-01",2489,0,1,1,1,4]
["2024-08-02",2490,0,0,1,1,4]
["2024-08-05",2491,0,0,1,1,2]
["2024-08-06",2492,0,1,1,1,2]
["2024-08-07",2493,0,1,1,1,2]
["2024-08-08",2494,0,1,1,1,4]
["2024-08-09",2495,0,0,1,1,4]
["2024-08-12",2496,0,0,1,1,2]
["2024-08-13",2497,0,1,1,1,2]
["2024-08-14",{"$f":"ROW(A2499)-1","v":2498},0,1,1,{"$f":"IF($E2499=1,MATCH(1,INDIRECT(\"$E$\"&ROW($A2499)+1&\":$E$2598\"),0),0)","v":1},2]
["2024-08-15",2499,0,1,1,1,4]
["2024-08-16",2500,0,0,1,1,4]
["2024-08-19",2501,0,0,1,1,2]
["2024-08-20",2502,0,1,1,1,2]
["2024-08-21",2503,0,1,1,1,{"$f":"IF($E2504=1,INDIRECT(\"$A$\"&ROW($A2504)+MATCH(1,INDIRECT(\"$E$\"&ROW($A2504)+1+$F2504&\":$E$2598\"),0)+$F2504)-$A2504,0)","v":2}]
["2024-08-22",2504,0,1,1,1,4]
["2024-08-23",2505,0,0,1,1,4]
["2024-08-26",2506,0,0,1,1,2]
["2024-08-27",2507,0,1,1,1,2]
["2024-08-28",2508,0,1,1,1,2]
["2024-08-29",2509,0,1,1,1,4]
["2024-08-30",2510,0,0,1,1,4]
["2024-09-02",2511,0,0,1,1,2]
["2024-09-03",2512,0,1,1,1,2]
["2024-09-04",2513,0,1,1,1,2]
["2024-09-05",2514,0,{"$f":"IF(ABS(WEEKDAY($A2515)-4)<=1,1,0)","v":1},1,1,4]
["2024-09-06",2515,0,0,1,1,4]
["2024-09-09",2516,0,0,1,1,2]
["2024-09-10",2517,0,1,1,1,2]
["2024-09-11",2518,0,1,1,1,2]
["2024-09-12",2519,0,1,1,1,4]
["2024-09-13",2520,0,0,1,1,4]
["2024-09-16",2521,0,0,1,1,2]
["2024-09-17",2522,0,1,1,1,2]
["2024-09-18",2523,0,1,1,1,2]
["2024-09-19",2524,0,1,1,1,4]
["2024-09-20",2525,0,0,1,1,4]
["2024-09-23",2526,0,0,1,1,2]
["2024-09-24",2527,0,1,1,1,2]
["2024-09-25",2528,0,1,1,1,2]
["2024-09-26",2529,{"$f":"MAX(G2530-4,0)","v":0},1,1,1,4]
["2024-09-27",2530,0,0,1,1,4]
["2024-09-30",2531,0,0,1,1,2]
["2024-10-01",2532,0,1,1,1,2]
["2024-10-02",2533,0,1,1,1,2]
["2024-10-03",2534,0,1,1,1,4]
["2024-10-04",2535,0,0,1,1,4]
["2024-10-07",2536,0,0,1,1,2]
["2024-10-08",2537,0,1,1,1,2]
["2024-10-09",2538,0,1,1,1,2]
["2024-10-10",2539,0,1,1,1,4]
["2024-10-11",2540,0,0,1,1,4]
["2024-10-14",2541,0,0,1,1,2]
["2024-10-15",2542,0,1,1,1,2]
["2024-10-16",2543,0,1,1,1,2]
["2024-10-17",2544,0,1,1,1,4]
["2024-10-18",2545,0,0,1,1,4]
["2024-10-21",2546,0,0,1,1,2]
["2024-10-22",2547,0,1,1,1,2]
["2024-10-23",2548,0,1,1,1,2]
["2024-10-24",2549,0,1,1,1,4]
["2024-10-25",2550,0,0,1,1,4]
["2024-10-28",2551,0,0,1,1,2]
["2024-10-29",2552,0,1,1,1,2]
["2024-10-30",2553,0,1,1,1,2]
["2024-10-31",2554,0,1,1,1,4]
["2024-11-01",2555,0,0,1,1,4]
["2024-11-04",2556,0,0,1,1,2]
["2024-11-05",2557,0,1,1,1,2]
["2024-11-06",2558,0,1,1,1,2]
["2024-11-07",2559,0,1,1,1,4]
["2024-11-08",2560,0,0,1,1,4]
["2024-11-11",2561,0,0,1,1,2]
["2024-11-12",{"$f":"ROW(A2563)-1","v":2562},0,1,1,{"$f":"IF($E2563=1,MATCH(1,INDIRECT(\"$E$\"&ROW($A2563)+1&\":$E$2598\"),0),0)","v":1},2]
["2024-11-13",2563,0,1,1,1,2]
["2024-11-14",2564,0,1,1,1,4]
["2024-11-15",2565,0,0,1,1,4]
["2024-11-18",2566,0,0,1,1,2]
["2024-11-19",2567,0,1,1,1,{"$f":"IF($E2568=1,INDIRECT(\"$A$\"&ROW($A2568)+MATCH(1,INDIRECT(\"$E$\"&ROW($A2568)+1+$F2568&\":$E$2598\"),0)+$F2568)-$A2568,0)","v":2}]
["2024-11-20",2568,0,1,1,1,2]
["2024-11-21",2569,0,1,1,1,4]
["2024-11-22",2570,0,0,1,1,4]
["2024-11-25",2571,0,0,1,1,2]
["2024-11-26",2572,0,1,1,1,2]
["2024-11-27",2573,0,1,1,1,2]
["2024-11-28",2574,0,1,1,1,4]
["2024-11-29",2575,0,0,1,1,4]
["2024-12-02",2576,0,0,1,1,2]
["2024-12-03",2577,0,1,1,1,2]
["2024-12-04",2578,0,{"$f":"IF(ABS(WEEKDAY($A2579)-4)<=1,1,0)","v":1},1,1,2]
["2024-12-05",2579,0,1,1,1,4]
["2024-12-06",2580,0,0,1,1,4]
["2024-12-09",2581,0,0,1,1,2]
["2024-12-10",2582,0,1,1,1,2]
["2024-12-11",2583,0,1,1,1,2]
["2024-12-12",2584,0,1,1,1,4]
["2024-12-13",2585,0,0,1,1,4]
["2024-12-16",2586,0,0,1,1,2]
["2024-12-17",2587,0,1,1,1,2]
["2024-12-18",2588,0,1,1,1,2]
["2024-12-19",2589,0,1,1,1,4]
["2024-12-20",2590,0,0,1,1,4]
["2024-12-23",2591,0,0,1,1,4]
["2024-12-24",2592,2,1,1,3,6]
["2024-12-25",2593,{"$f":"MAX(G2594-4,0)","v":0},1,0,0,0]
["2024-12-26",2594,{"$f":"MAX(G2595-4,0)","v":0},1,0,0,0]
["2024-12-27",2595,{"$f":"MAX(G2596-4,0)","v":0},0,1,1,4]
["2024-12-30",2596,{"$f":"MAX(G2597-4,0)","v":0},0,1,1,-45656]
["2024-12-31",2597,{"$f":"MAX(G2598-4,0)","v":0},1,1,1,-45657]

{"sheet":"Disclaimer","index":3,"n_rows":8,"n_cols":4,"rows_kept":8,"cut":false,"hidden":false,"merged":[[4,3,4,6],[5,3,5,4],[7,3,9,21]]}
[]
[]
[]
[]
[null,null,null,"Disclaimer"]
[null,null,null,"last update: 2023-03-08"]
[]
[null,null,null,"This tool is only a service for recalculating the Initial Margin Spot Market.\n Although the tool was constructed with greatest diligence, errors, rounding errors and therefore deviations from the productive process cannot be excluded. In cases of doubt, the calculated value of the IMSM programm shall prevail. The disclaimer at\nhttp://www.ecc.de/ecc-en/extras/disclaimer shall apply to the use of this tool as well.\n"]