Cookie Policy

We use cookies for statistical and measurement purposes, to help improve our website and provide you with a better online experience. By clicking I accept you agree to such purposes. You can find out more and withdraw your consent at any time.

LME
  • Register
Logout Login
Login or Register
  • Trading
    • Trading
    • Trading
    • Access the market
      • Trading
      • Access the market
      • Find a member
      • Become a member
      • ISVs and connectivity providers
      • Fees
      • Incentive programmes
    • Contract types
      • Trading
      • Contract types
      • Futures
      • Trade at settlement
      • Options
      • TAPOs
      • Monthly Average Futures
      • HKEX London Minis
      • LMEminis
    • Trading venues
      • Trading
      • Trading venues
      • Electronic
      • Ring
      • Telephone
      • Trading times
      • Disaster recovery
    • Systems
      • Trading
      • Systems
      • LMEselect
      • LMEsmart
      • LMEsword
      • LMEwire
      • LMEmercury
    • New initiatives
      • Trading
      • New initiatives
      • LME strategic pathway
      • New trading platform
      • Implied pricing
      • Electric vehicle battery materials
      • Options discussion paper
      • New products
    • Physical market services
      • Trading
      • Physical market services
      • Hedging
      • Price discovery
      • Price convergence
      • Prompt-date structure
      • Global warehouse network
      • Physical settlement
    • Warehousing
      • Trading
      • Warehousing
      • LME warehouse reform
      • LME warehouse network
      • Warehousing charges
      • Warehousing studies
      • LMEshield
    • Brands
      • Trading
      • Brands
      • Approved brands
      • Chemical composition
      • Listing process
      • Samplers and assayers
  • Metals
    • Metals
    • Metals
    • Non-Ferrous
      • Metals
      • Non-Ferrous
      • LME Aluminium
      • LME Copper
      • LME Zinc
      • LME Nickel
      • LME Lead
      • LME Tin
      • LME Aluminium Alloy
      • LME NASAAC
      • LME Aluminium Premiums
      • LME Alumina (CRU/Fastmarkets MB)
    • Ferrous
      • Metals
      • Ferrous
      • LME Steel Rebar
      • LME Steel Scrap
      • LME Steel HRC FOB China (Argus)
      • LME Steel HRC N. America (Platts)
    • Minor metals
      • Metals
      • Minor metals
      • LME Cobalt
      • LME Cobalt (Fastmarkets MB)
      • LME Molybdenum (Platts)
      • Lithium at the LME
    • Precious metals
      • Metals
      • Precious metals
      • LMEprecious
      • LME Gold
      • LME Silver
      • LBMA Palladium
      • LBMA Platinum
  • Market data
    • Market data
    • Market data
    • LME reference prices
      • Market data
      • LME reference prices
      • LME Official Price
      • LME Unofficial Price
      • LME Closing Price
      • LME Asian Reference Price
      • LMEX
    • Reports and data
      • Market data
      • Reports and data
      • Volumes
      • Reports by metal
      • Monthly averages
      • Monthly overview
      • Open interest
      • Commitments of traders
      • Futures banding
      • Warrant bandings
      • Historical data for cash-settled futures
      • LME Clear reports
      • Warehouse and stocks reports
      • Publication schedule
    • Accessing market data
      • Market data
      • Accessing market data
      • LMElive
      • LMEselectMD
      • LMEsource
      • XML
      • Licensed distributors
      • Historical data
      • Reference and transparency data
    • Market data licensing
      • Market data
      • Market data licensing
      • Data distribution
      • Derived data
      • Non-display licence
      • Usage licence
      • Natural user policy
      • Wallboard distribution
      • Structured products
      • Trading and clearing
      • New fixed fee programme
      • Financial OTC booking fee
  • LME Clear
    • LME Clear
    • LME Clear
    • How LME Clear works
      • LME Clear
      • How LME Clear works
      • Account structure
      • Business continuity
      • Fees
      • Products cleared
      • Service description
    • Governance
      • LME Clear
      • Governance
      • Financial statements
      • Board risk committee
      • LME Clear management team
      • LME Clear board structure
      • Remuneration policy
      • Tax strategy
    • Rules and regulations
      • LME Clear
      • Rules and regulations
      • Client information
      • Disclosure and transparency
    • Membership
      • LME Clear
      • Membership
      • Become a clearing member
      • Clearing membership
    • Collateral management
      • LME Clear
      • Collateral management
      • Acceptable collateral
      • Haircut methodology
      • Secure payment system
      • Third-party suppliers
      • Warrants as collateral
    • Risk management
      • LME Clear
      • Risk management
      • Credit risk management
      • Default management
      • Margin parameter files
      • Margin information
      • SPAN files
    • Projects
      • LME Clear
      • Projects
      • Value-at-Risk
      • Compression service
    • Technology
      • LME Clear
      • Technology
      • Reports
      • Daily volumes
      • CPMI IOSCO disclosure
    • News and events
      • LME Clear
      • News and events
      • Clearing circulars
      • LME Clear initiatives
    • Contact LME Clear
      • LME Clear
      • Contact LME Clear
  • News
    • News
    • News
    • Press room
      • News
      • Press room
    • Member notices
      • News
      • Member notices
    • The Monthly Prompt
      • News
      • The Monthly Prompt
  • Education & Events
    • Education & Events
    • Education & Events
    • Events
      • Education & Events
      • Events
      • Events calendar
      • LME Week
      • LME Asia Week
      • LME Singapore Gala
    • Online resources
      • Education & Events
      • Online resources
      • Brochures
      • Videos
      • Webinars
      • LME Insight
    • LME education
      • Education & Events
      • LME education
      • Courses
      • Course calendar
      • Bespoke courses
      • HedgeTutor Online Education Platform
  • About
    • About
    • About
    • Corporate information
      • About
      • Corporate information
      • Committees
      • The London Metal Exchange
      • LME Clear Ltd
      • LME Holdings
      • Business continuity
      • Policies
      • Share structure
      • Golf association
    • Market regulation
      • About
      • Market regulation
      • Rules
      • Arbitration
      • MiFID II
      • Brexit
      • Benchmark Regulation
      • Pre-trade transparency
    • Responsibility
      • About
      • Responsibility
      • Diversity and inclusion
      • Charity
      • Conduct
      • Regulation
      • Responsible sourcing
      • Sustainability
    • Contact us
      • About
      • Contact us
      • Offices
      • IT Service Desk
      • Visits
      • Useful contacts
      • FAQs
    • Legal
      • About
      • Legal
      • Applicant privacy notice
      • Cookie policy
      • Email
      • Online store terms
      • Privacy statement
      • Website terms and conditions
  • 中文
    • 中文
    • 中文
    • 进入市场交易
      • 中文
      • 进入市场交易
    • 金属
      • 中文
      • 金属
    • 新计划
      • 中文
      • 新计划
    • 实物市场服务
      • 中文
      • 实物市场服务
    • 市场数据
      • 中文
      • 市场数据
    • LME Clear
      • 中文
      • LME Clear
    • LME业务发展战略路徑
      • 中文
      • LME业务发展战略路徑
    • 中国相关培训及活动
      • 中文
      • 中国相关培训及活动
    • 中文资源
      • 中文
      • 中文资源
  • Home
  • LME Clear
  • Risk management
  • Margin parameter files
Share
  • support@lme.com

LME Clear

  • How LME Clear works
  • LME Clear Governance
  • Rules and regulations
  • Membership
  • Collateral management
  • Risk management
    • Credit risk management
    • Default management
    • Margin information
    • Margin parameter files
    • Risk document library
    • SPAN files
  • Technology
  • LME Clear projects
  • News and events
  • Contact

Margin Parameter files

Margin parameter files are used by SPAN to calculate the Initial Margin. Parameters will be calculated daily, but usually updated monthly and published here.

 

Documents

Your search returned results

Useful links

  • Credit risk management
  • Default management
  • Margin information
  • Risk document library
  • SPAN files

Contact Us

For further information please get in touch.

  • Home
  • Contact Us
  • Legal
  • Privacy statement
  • About
  • Modern Slavery Statement

© 2021 The London Metal Exchange - an HKEX Company. All rights reserved.

  • LinkedIn
  • Twitter
  • Vimeo