To whom it may concern:
Shanghai International Energy Exchange (INE) plans to conduct its whole market rehearsal of SHFE Portfolio Margining Model in production environment on September 21, 2024 (Saturday).
Please refer to the enclosed Guide for the Second Whole Market Rehearsal of SHFE Portfolio Margining Model in Production Environment for reference.
Consultation: 021-68400802
E-Mail: tech@shfe.com.cn
Fax: 021-68400385
Attachment:
1.Guide for the Second Whole Market Rehearsal of SHFE Portfolio Margining Model (SPMM) in Production Environment
2.SHFE Portfolio Margining Model Parameters for Rehearsal
Shanghai International Energy Exchange
September 13, 2024