ASX Clear (Futures) Initial Margin Parameters, 20 May 2022
Mon 9 May 2022
As per ASX Market Notice 0521.22.05 ASX Clear (Futures) has revised 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, 20 May 2022.
The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, 20 May 2022.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:Download latest Initial Margin schedule here.
Need more information?
Please email the team on email@example.com if you have any further questions.