ICE Launches Latest Phase of its VaR-Based Portfolio Margining Methodology ICE Risk Model 2

LONDON & NEW YORK & AMSTERDAM--(BUSINESS WIRE)--Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of technology and data, and home to the largest and most liquid markets in the world to trade and clear energy derivatives, today announced that ICE has launched the latest phase of its Value-at-Risk (VaR)-based portfolio margining methodology, IRM 2. IRM 2 has now been introduced for the first phase of energy clearing. IRM 2 now includes over 1000 energy futures and options con