SFE Clearing Initial Margin Rates for Electricity Contracts, 31 December 2009
Thu 24 Dec 2009
SFE Clearing Corporation has reviewed the price volatility of all d-cypha SFE Australian Electricity Futures contracts and has approved the margin changes as shown in SFE Notice 221/09.
The revised margin parameter will be effective for open contracts as at close of business on Thursday 31 December 2009, impacting margin calls made on Monday 4 January 2010.
Initial margin rates for all contracts are available on the d-cyphaTrade Website.
Should you have any queries in relation to the above, please contact the Clearing Risk Operations department on 9227 0532 or 9227 0236.