Derivatives Clearing House - tools

Messages and tools compliant with the kdpw_stream methodology

Report on the last change of maintenance margins and other risk parameters
[+] download file xls

Report on maintenance margins and other risk parameters (complete report)
[+] download file xls

Spreadsheet for the calculation of minimum initial margins
[+] download file xls

Text file with information on risk parameters and scenarios for individual instruments
[+] download file xls

Other messages

Collateral table
[+] download file xls

Documents

Rules for calculation of maintenance margins in relations between a client and a brokerage house
[+] download file pdf

Templates and other tools

Spreadsheet for viewing Clearing House reports
[+] download file xls

[+] Templates of applications for the assignment of a client identification number

Questions should be sent to: 

In case of any additional questions, please contact one of the following persons:

PAWEŁ POPŁAWSKI
T. +48 22 537 93 74
e-mail:

MARCIN TRUCHANOWICZ
T. +48 22 537 95 64
e-mail: