ASX Clear (Futures) Initial Margin Parameters, 15 November 2023
Wed 8 Nov 2023
As per ASX Notice 1153.23.11 ASX Clear (Futures) is revising initial margin parameters and Liquidity Margin Add-On (LMA) for ASX 24 Electricity and Agriculture products.
The updated PSR, VSR and ICC for Electricity and Agriculture products can be found in Appendix 1.
The updated LMA for Electricity and Agriculture 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, 15 November 2023.
The revised Liquidity Margin Add-On (LMA) will be effective end-of-day Wednesday, 15 November 2023.
Details of PSR, VSR and ICC parameters are provided in Appendix 1.
Details of LMA parameters are provided in Appendix 2.
Need more information?
Issued by
Clearing Risk Oversight
Contact information
Email: CROversight@asx.com.au