ASX Energy Futures & Options Contract - Margin Changes, 17 August 2015
Fri 7 Aug 2015
As per ASX Notice 0914.15.08 ASX Clear (futures) has reviewed all margin parameters for ASX 24 energy futures and options contracts and made appropriate changes.
The revised margin parameters and new inter-commodity concessions will be effective for open contracts as at close of business on Friday 14 August 2015 for margin calls on Monday 17 August 2015.
Margin rate changes are outlined in Appendix 1.
What do I need to do and by when?
Participants are encouraged to advise all relevant clients of this initial margin change on a timely basis.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at http://www.asx.com.au/data/clearing/ASX_Energy_Margin_Parameters.pdf.
Need more information?
Manager, Exposure Risk Management
Please contact the ERM team on details below: