ASX Clear (Futures) Initial Margin Parameters, 23 August 2023
Tue 8 Aug 2023
As per ASX Notice 0783.23.08 ASX Clear (Futures) is revising its initial margin and liquidity margin add-on parameters for ASX 24 Electricity products.
The updated PSR, VSR and ICC for electricity products can be found in Appendix 1.
The updated LMA for electricity products can be found in Appendix 2.
What do I need to do by when?
The revised Price Scanning Range (PSR), Volatility Scanning Range (VSR) and Inter-Commodity Concession (ICC) will be effective intra-day Wednesday, 23 August 2023.
The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, Wednesday, 23 August 2023.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:ASX Website
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