ASX Clear (Futures) Energy Derivative Products Initial Margin Parameters
Thu 13 Apr 2017
Notice reference number: 0409.17.04
Effective as of: 21/04/17
ASX Clear (Futures) has reviewed all margin parameters for ASX 24 Energy derivative products and made appropriate changes. Margin parameter changes can be found in Appendix 1.
What do I need to do by when?
The revised margin parameters will be effective for open contracts as at close of business on Friday, 21 April 2017 for initial margins called on Monday, 24 April 2017.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:
http://www.asx.com.au/data/clearing/ASX_Energy_Margin_Parameters.pdf
Need more information?
Issued by
William Ward, Manager, Exposure Risk Management
Contact information
William Ward
1800-198-021
ERMteam@asx.com.au