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ASX Clear (Futures) Initial Margin Parameters, 29 May 2024

Thu 23 May 2024

As per Notice 0570.24.05, 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 parameters for Electricity and Agriculture products are provided in Appendix 1.

The updated LMA parameters for Electricity and Agriculture products are provided 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, 29 May 2024.

The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day, Wednesday, 29 May 2024.

All ASX 24 Electricity and Agriculture contracts margin parameters are also available on the ASX website at:

https://www.asx.com.au/content/dam/asx/participants/derivatives-market/energy-derivatives/asx-energy-margin-parameters.xlsx

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au