ASX Clear (Futures) Initial Margin Parameters, 27 May 2019
Mon 20 May 2019
As per ASX Notice 0479.19.05, ASX Clear (Futures) is revising its initial and liquidity margin parameters for ASX 24 derivative products.
The updated margin parameters can be found in Appendix 1.
What do I need to do by when?
Revised margin parameters will be effective as at end of day, Friday, 24th of May 2019 for initial margins called on Monday, 27th of May 2019.
Details of the changes made to initial margin parameters are provided in Appendix 1. No changes have been made to other margin parameters.
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
Peter Bath, Senior Manager, Risk Management
Contact information
+61 (02) 9227 0342
peter.bath@asx.com.au