ASX Clear (Futures) Initial Margin Parameters, 2 March 2022
Fri 25 Feb 2022
As per ASX Notice 0189.22.02 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, 2 March 2022.
The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, 2 March 2022.
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
Need more information?
Please feel free to contact the ASX Commodities Team on contact details below:
1800 330 101