ASX Clear (Futures) Initial Margin Parameters
Tue 23 Sep 2025
As per Notice 1120.25.09, 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. No changes have been made to other margin parameters.
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, 30 September 2025.
The revised Liquidity Margin Add-On (LMA) will be effective end-of-day Tuesday, 30 September 2025.
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