ASX Clear (Futures) Initial Margin Parameters, 29 September 2023
Tue 19 Sep 2023
As per ASX Notice 0961.23.09 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 PSR parameters can be found in Appendix 1.
The updated LMA parameters can be found in Appendix 2.
What do I need to do by when?
The revised Price Scanning Range (PSR) will be effective intra-day Friday, 29 September 2023. No changes have been made to other margin parameters.
The revised Liquidity Margin Add-On (LMA) will be effective end-of-day Friday, 29 September 2023.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:
https://www2.asx.com.au/content/dam/asx/participants/derivatives-market/energy-derivatives/asx-energy-margin-parameters.xlsxNeed more information?
Issued by
Clearing Risk Oversight
Contact information
Email: CROversight@asx.com.au