ASX Clear (Futures) Initial Margin Parameters, effective 31st December 2024
Tue 17 Dec 2024
As per notice 1493.24.12 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 Tuesday, 31 December 2024. No changes have been made to other margin parameters.
The revised Liquidity Margin Add-On (LMA) will be effective end-of-day Tuesday, 31 December 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.xlsxNeed more information?
Issued by
Clearing Risk Oversight
Contact information
Email: CROversight@asx.com.au