ASX Clear (Futures) Initial Margin Parameters, 24 May 2023
Fri 12 May 2023
As per ASX notice 0433.23.05 ASX Clear (Futures) is revising its initial margin and liquidity margin add-on parameters for ASX 24 Australian 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, 24 May 2023.
The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, Wednesday, 24 May 2023.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website.
Need more information?
Market Notice issued by Clearing Risk Oversight
Get in touch with the Commodities team at email@example.com if you need further information.