ASX Clear (Futures) Initial Margin Parameters, 3 September 2021

Tue 31 Aug 2021

As per ASX Notice 1171.21.08, ASX has reviewed initial margin and liquidity margin add-on parameters for ASX 24 Australian Electricity Futures and Options products.

Please see the updated changes to PSR in Appendix 1.

All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:

https://www2.asx.com.au/content/dam/asx/participants/derivatives-market/energy-derivatives/asx-energy-margin-parameters.pdf

ASX will be implementing the new margin parameters based on the end of day position on 03 September 2021 (Friday) for initial margins settled on 06 September 2021 (Monday).

If you have any queries please do not hesitate to contact us to discuss further.

Contact details:
commodities@asx.com.au
+61 2 9227 0900