ASX Clear (Futures) Initial Margin Parameters, 29 December 2023

Mon 11 Dec 2023

As per ASX Notice 1335.23.12 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 intraday Friday, 29 December 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 December 2023.

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Issued by

Clearing Risk Oversight

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