ASX Clear (Futures) Initial Margin Parameters, 29/11/2021

Mon 15 Nov 2021

ASX Clear (Futures) is revising its initial margin and liquidity margin add-on parameters for ASX 24 Electricity products.

The updated PSR and LMA for electricity products can be found in Appendix 1.

The updated ICC for electricity products can be found in Appendix 2.

What do I need to do by when?

The revised Price Scanning Range (PSR) and Inter-Commodity Concession (ICC) will be effective intra-day, Monday 29 November 2021.

The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, Monday 29 November 2021.

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

Download current ASX Energy Margin Parameters.

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: ermteam@asx.com.au