Margin calculators

IRGiT offers calculators to help members calculate and simulate margin requirements in accordance with the regulations and current risk parameters. There are two types of calculators available:

Margin calculator for portfolios

The margin calculator is designed for an estimate calculation of the Initial Margin value and the Variation Margin value on the derivatives market for any contract portfolio. It is available separately for the derivatives market for electricity and gas.

Portfolio margin calculator for RTEE

Portfolio margin calculator for RTTG 

Manual for portfolios calculator


Margin calculator for a single instrument

It allows for an estimate of the required margin for a single transaction. It is available separately for the drivatives market for electricity and gas.

Single instrument calculator for RTTG and RTTE

Manual for single instrument calculator