SFE Clearing Initial Margin Rates for Electricity Contracts, 22 January 2010
Thu 14 Jan 2010
SFE Clearing Corporation has reviewed the price volatility of all d-cypha SFE Australian Electricity Futures contracts and has approved the margin change as shown in SFE Notice 007/10.
The revised margin parameter will be effective for open contracts as at close of business on Friday 22 January 2010, impacting margin calls made on Monday 25 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 0562 or 9227 0532