ASX Clear (Futures) Initial Margin Parameters, 15 March 2023
Wed 15 Mar 2023
As per ASX Notice 0164.23.02 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 Wednesday, 15 March 2023.
The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, Wednesday, 15 March 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.xlsx
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