ASX Clear (Futures) Initial Margin Parameters, 30 December 2022
Wed 14 Dec 2022
http://asxonline.com/content/asxonline/public/notices/2022/december/1410.22.12.html
ASX Clear (Futures) is revising its initial margin and liquidity add-on parameters for ASX 24 Electricity Base Load Cap Futures product 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 Friday 30 December 2022, for initial margins called on Tuesday 3 January 2023.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:
http://www2.asx.com.au/content/dam/asx/participants/derivatives-market/energy-derivatives/asx-energy-margin-parameters.xlsxNeed more information?
ASX Commodities
commodities@asx.com.au