ASX Clear (Futures) Initial Margin Parameters, 31 December 2021
Thu 2 Dec 2021
As per ASX Notice 1746.21.12 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.
What do I need to do by when?
ASX will be implementing the new margin parameters as at end of day 31 December 2021 (Friday) for initial margins called on 4 January 2022 (Tuesday).
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 for download here - Current ASX Energy Margin Schedule.