ASX Clear (Futures) Initial Margin Parameters, 31 March 2023
Tue 28 Mar 2023
As per ASX notice 0268.23.03 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 in ASX notice 0268.23.03
What do I need to do by when?
ASX will be implementing the new margin parameters as at end of day 31 March 2023, Friday for initial margins called on 3 April 2023, Monday.
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 Energy website.
Need more information?
Please feel free to email commodities@asx.com.au if you need further information.