ICE extends risk model to U.S. ERCOT power markets
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ICE Expands its VaR-Based Portfolio Margining Methodology ICE Risk Model 2 to U.S. ERCOT Power
May 11, 2026 8:00 AM EDTLONDON & NEW YORK--(BUSINESS WIRE)-- Intercontinental Exchange, Inc. (NYSE: ICE), one of the world's leading providers of financial market technology and data powering global capital markets, and home to the largest and most liquid markets in the world to trade and clear energy derivatives, today announced that ICE has expanded its Value-at-Risk (VaR)-based portfolio margining methodology, IRM 2, to ICEs U.S. ERCOT power markets.
ICEs U.S. ERCOT power futures and options allow market participants to manage electricity price risk in Texas. These contracts now join more than 1000 energy derivative... More
