Margin Rates

Margin Rates

Access Abaxx Clearing margin rates, SPAN risk arrays, and official margin schedules by contract.

Abaxx Clearing publishes margin rates for all listed outright and intra-commodity contracts, including applicable tiers, inter-commodity credits, and delivery margin rates where relevant.

All margin parameters are communicated transparently to help Clearing Members assess potential exposure and manage collateral efficiently. Any revisions to Abaxx margin settings are announced via official circulars.

Margin data is available in two formats:

  1. Margin Schedules (Excel) — summarizing current margin rates by contract
  2. Risk Array Files — containing SPAN-based scenario inputs for portfolio-level margin calculations

Both file types are accessible below and Risk Array files are also available via SFTP.


Margin Schedules

Custom Range:
Margin SchedulesDownload
Abaxx Margin Schedule 2025Nov27
Abaxx Margin Schedule 2025Nov25
Abaxx Margin Schedule 2025Nov14
Abaxx Margin Schedule 2025Nov11
Abaxx Margin Schedule 2025Nov07
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Risk Array Files

Risk Array FilesDownload
Margin Rates | Abaxx Exchange