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 October 19, 2024 (Saturday).
Please refer to the enclosed Guide for the Third 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 Third Whole Market Rehearsal of SHFE Portfolio Margining Model (SPMM) in Production Environment
2. SHFE Portfolio Margining Model Parameters for Rehearsal
Shanghai International Energy Exchange
October 15, 2024