The policies and procedures used for the calculation of margin rates are reviewed by the Risk Committee and approved by the Board of Directors.
Contained in the below files are the current ICE Risk Model margin parameters for financial & soft commodity contracts cleared by ICE Clear U.S. Separate files have been used for the different types of parameter, i.e. one file containing all scanning ranges and a separate file for all inter-month spread charge rates, etc.
These files are for IRM 1 only. For information on IRM 2 please go to ICE Risk Model 2 or contact iceclearus@ice.com.