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vola


Total Posts: 65
Joined: Feb 2011
 
Posted: 2015-08-03 16:56
Hello,

how you do you do actually OTC marging for commodities with physical delivery (gas, power etc.). Do you margin the front month MtM + accruals for strated but not finished delivery yet? Or you use the net present value over time of the transactions?

Thanks

not arrogant, just better; Giggs tearing you apart since 1991
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