ASX Clear (Futures) Initial Margin Parameters, 30 June 2021
Fri 11 Jun 2021
As per ASX Notice 0768.21.06 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 energy margin parameters can be found in Appendix 1.
What do I need to do by when?
ASX will be implementing the new margin parameters based on the end of day position on 30 June 2021 (Wednesday) for initial margins settled on 1 July 2021 (Thursday).
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:
If you have any queries feel free to contact the ASX Commodities team on firstname.lastname@example.org.