Commodity risk calculates a margin requirement, the collateral call, on a daily basis in order to cover its counterparty risk vis-à-vis the clearing members. In the documents below you will find detailed description of the margin methodology for both power and carbon.

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• Margin call calculation power
• Margin and settlement emissions futures
• Margin and settlement emissions forwards
• Margin and settlement emissions options
• Margining and settlement for EUA/CER spot contracts
• Over-night risk emissions
• Inter commodity spread credit
• ICSC parameters
• UK Power and Nat Gas Derivatives – margining and risk
• UK power derivatives – currency conversion examples