ASX Clear (Futures) Initial Margin Parameters, 31 March 2022
Tue 15 Mar 2022
As per ASX Market Notice 0267.22.03 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 March 2022 (Thursday) for initial margins called on 1 April 2022 (Friday).
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: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 Us on email@example.com or +61 2 9227 0900.