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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.

Risk 22 048 LME Clear Margin Parameters September 22 (XLSX)

Risk 22 046 LME Clear Margin Parameters August 22 (XLSX)

Risk 22 044 LME Clear Margin Parameters July 22 (XLSX)

Risk 22 041 LME Clear Margin Parameters June 22 (XLSX)

Risk 22 039 LME Clear Margin Parameters June 22 Ad-Hoc (XLSX)

Risk 22 034 LME Clear Margin Parameters May 22 (XLSX)

Risk 22 028 LME Clear Margin Parameters April 22 (XLSX)

Risk 22 024 LME Clear Margin Parameters April 22 Ad Hoc (XLSX)

Risk 22 021 LME Clear Margin Parameters March 22 (XLSX)

Risk 22 020 LME Clear Margin Parameters March 22 Ad Hoc 4 (XLSX)

Risk 22 018 LME Clear Margin Parameters March 22 Ferrous Ad Hoc (XLSX)

Risk 22 015 LME Clear Margin Parameters March 22 Ad Hoc 2 (XLSX)

Risk 22 014 LME Clear Margin Parameters March 22 Ad Hoc (XLSX)

Risk 22 013 LME Clear Margin Parameters February 2022 (XLSX)

Risk 22 010 LME Clear Margin Parameters February 2022 Ad Hoc (XLSX)

Risk 22 008 LME Clear Margin Parameters January 2022 (XLSX)

Risk 22 006 LME Clear Margin Parameters January 2022 Ad Hoc NI (XLSX)

Risk 22 003 LME Clear Margin Parameters January 2022 Ad-Hoc (XLSX)

Risk 22 001 LME Clear Margin Parameters December 2021 v2 (XLSX)

Risk 21 072 LME Clear Margin Parameters December 2021 (XLSX)

Risk 21 070 LME Clear Margin Parameters November 2021 (XLSX)

Risk 21 066 LME Clear Margin Parameters November 2021 Ad Hoc  (XLSX)

Risk 21 064 LME Clear Margin Parameters October 2021  (XLSX)

Risk 21 062 LME Clear Margin Parameters October 2021 Ad Hoc 3 (XLSX)

Risk 21 060 LME Clear Margin Parameters October 2021 Ad Hoc 2 (XLSX)

Risk 21 058 LME Clear Margin Parameters October 2021 Ad Hoc (XLSX)

Risk 21 057 LME Clear Margin Parameters September 2021 (XLSX)

Risk 21 054 LME Clear Margin Parameters September 2021 Ad hoc (XLSX)

Risk 21 052 LME Clear Margin Parameters August 2021 (XLSX)

Risk 21 051 LME Clear Margin Parameters August 21 Ad hoc (XLSX)

Risk 21 049 LME Clear Margin Parameters August 2021(XLSX)

Risk 21 044 LME Clear Margin Parameters July 21 New Products 1207(XLSX)

Risk 21 043 LME Clear Margin Parameters June 21 (XLSX)

Risk 21 038 LME Clear Margin Parameters May 2021 (XLSX)

Risk 21 037 LME Clear Margin Parameters May 21 Ad hoc Ferrous review (XLSX)

Risk 21 032 LME Clear Margin Parameters May 21 Ad hoc review (XLSX)

Risk 21 031 LME Clear Margin Parameters April 21 (XLSX)

Risk 21 026 LME Clear Margin Parameters April 21 (Ad Hoc Review) (XLSX)

Risk 21 024 LME Clear Margin Parameters March 2021 (XLSX)

Risk 21 020 LME Clear Margin Parameters March 21 Ad Hoc (XLSX)

Risk 21 017 LME Clear Margin Parameters March 2021 Ad Hoc CA review (XLSX)

Risk 21 015 LME Clear Margin Parameters February 21 review (XLSX)

Risk 21 014 LME Clear Margin Parameters February 21 Ad hoc SN review (XLSX)

Risk 21 011 LME Clear Margin Parameters February 2021 Ad Hoc SN review (XLSX)

Risk 21 010 LME Clear Margin Parameters February 2021 Ad Hoc review (XLSX)

Risk 21 007 LME Clear Margin Parameters January 21 review (XLSX)

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