Loqsea’s Risk Manager now supports real-time margin calculation for LME and SGX positions. Trading desks running positions across the London Metal Exchange and Singapore Exchange can calculate margin automatically, directly within the platform, alongside live P&L, VaR, and exposure.
The update is live across client environments following successful testing.
Margin for LME and SGX positions is now calculated automatically as positions move. There is no need to pull margin figures from a separate system or run calculations manually.
For desks managing positions across both exchanges, this means a single, consolidated view of risk and margin obligation in one environment, without switching between tools.
Desks can now configure hourly email notifications for intra-day margin figures across LME and SGX positions. For trading and risk teams managing intraday exposure, this reduces the risk of margin calls arriving without warning and gives a reliable, scheduled view of margin obligations throughout the session.
Margin management across multiple exchanges has traditionally required either manual intervention or a separate system running alongside the main risk platform. Prompt date structures on LME in particular add a layer of complexity that most generic platforms do not handle natively.
Loqsea’s Risk Manager already supported real-time margin calculation for ICE and CME positions. With LME and SGX now live, margin is calculated automatically across all four exchanges, alongside P&L and VaR in the same environment, removing the dependency on manual processes and reducing operational overhead for both traders and risk managers.
If you are not yet a client and want to see how the Risk Manager handles margin, P&L, VaR, and exposure in a single environment, book a demo.
