ASX Clear (Futures) Initial Margin Parameters, 30 September 2020
Mon 31 Aug 2020
As per ASX Notice 1032.20.08, ASX Clear (Futures) is revising its initial margin and liquidity margin add-on parameters for ASX 24 Australian Electricity Base Load Cap Futures products only.
The updated margin parameters can be found in Appendix 1.
Appendix 2 contains indicative initial margin parameters for future expiry ASX 24 Australian Electricity Base Load Cap Futures products.What do I need to do by when?
ASX will be implementing the new margin parameters as at end of day, Wednesday, 30 September for initial margins called on Thursday, 1 October 2020.
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?
Please see the ASX Cap Margin Information Sheet below or feel free to contact the ASX Energy Business Development Team on 1800 330 101 or email commodities@asx.com.au.
