Nord Pool would like to make you aware that the risk price parameters used in our margin model for the calculation of collateral calls are being adjusted. The changes will be effective for collateral calls due Thursday 16th September at 11:00 CET onwards.
The adjustment implemented is in line with section 15.4 of the Nord Pool Clearing Rules. A three year lookback period has been applied to the risk price parameter calculation for all markets with the exception of the UK, for which a lookback period from 15 May 2021-15 September 2021 has been applied due to extraordinarily high recent prices.
You can view the updated risk price parameters online here: https://www.nordpoolgroup.com/trading/Clearing/Collateral/
The adjustment implemented is in line with section 15.4 of the Nord Pool Clearing Rules. A three year lookback period has been applied to the risk price parameter calculation for all markets with the exception of the UK, for which a lookback period from 15 May 2021-15 September 2021 has been applied due to extraordinarily high recent prices.
You can view the updated risk price parameters online here: https://www.nordpoolgroup.com/trading/Clearing/Collateral/
Nord Pool desk
| T: +47 6710 9110 (Day-ahead desk) | E: dayahead@nordpoolgroup.com |
| T: +47 6710 9115 (Intraday desk) | E: intraday@nordpoolgroup.com |