Transcription of ICE Risk Model Tool User Guide v1.9
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ICE Risk Model Tool User Guide v1.9
ICE Risk Model (IRM) for ICE Clear user Guide Document Version (Applicable to ICE Risk Model Versions Onward) 23 May 2022 ICE Risk Model (IRM) user Guide - 2 - Contents 1 Introduction .. 4 ICE Risk Model for OTC FX .. 4 2 Installation Process .. 5 3 ICE Risk Model Parameter File(s) .. 5 4 Position File .. 6 Example Position File for OTC FX .. 7 5 Using ICE Risk Model .. 8 Download ICE Risk Model Parameter File .. 8 Load Risk Parameters (ICE Risk Model Arrays) .. 8 Load Position Files .. 8 Calculate Margin .. 8 Viewing Reports .. 9 Other Options and Functions .. 9 Nearest Strike Option.
ICE Risk Model (IRM) User Guide - 6 - D. Exchange Contract Code - this is the physical commodity code of the contract. ... entered, for Gas Oil options “65000” represents a strike price of $650 and for ECF options “1200” represents a strike price of EUR 12.00.
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