ASX Clear (Futures) Initial Margin Parameters, 30 June 2022
Tue 21 Jun 2022
As per ASX Notice 0672.22.06 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 30 June 2022, Thursday for initial margins called on 1 July 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 Current Energy Margin Parameters Schedule.
Need more information?
Please feel free to email commodities@asx.com.au.