Alternative derivative exchange

Historical Initial Margin Data

Stay Informed and In Control: Historical Initial Margin Requirements for Effective Risk Management on ADE.

At ADE, we understand the importance of providing our institutional clients with the necessary information to make informed decisions when it comes to managing their risk exposure. As part of this commitment, we provide historical data on our end-of-day Initial Margin Requirements (IMR) for all of our products. While IMR levels can change dynamically throughout the day based on market volatility, understanding historical margin levels can provide valuable insight into the risk management practices of our exchange and aid in risk management strategies for institutional traders.

Dynamic margin requirements allow for more efficient collateralisation of futures trades and help mitigate counterparty risk by requiring market participants to post sufficient collateral based on their exposure to risk. Our margin requirements are regularly reviewed and adjusted to ensure that they remain appropriate for the level of risk in the market, while also taking into account the need for market liquidity and efficiency. By providing transparency and flexibility in our margin requirements, we strive to create a fair and competitive trading environment that meets the needs of our institutional clients.

End of day historical IMR Table

DatePriceVol.IMR
Currently no data available