ASX Clear (Futures) Energy Derivative Products Initial Margin Parameters, 14 July 2017
Tue 11 Jul 2017
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, 14 July 2017 for initial margins called on Monday, 17 July 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?
William Ward, Manager, Exposure Risk Management