As per ASX notice 0433.23.05 ASX Clear (Futures) is revising its initial margin and liquidity margin add-on parameters for ASX 24 Australian Electricity products.
The updated PSR and LMA for electricity products can be found in Appendix 1.
The updated ICC for electricity products can be found in Appendix 2.
The revised Price Scanning Range (PSR) and Inter-Commodity Concession (ICC) will be effective intra-day Wednesday, 24 May 2023.
The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, Wednesday, 24 May 2023.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website.
Market Notice issued by Clearing Risk Oversight Email: ermteam@asx.com.au
Get in touch with the Commodities team at commodities@asx.com.au if you need further information.