ASX Clear (Futures) Initial Margin Parameters, 23 February 2024
Mon 19 Feb 2024
As per ASX Notice 0146.24.02 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 Friday, 23 February 2024.
The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, Friday, 23 February 2024.
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