SFE Clearing Initial Margin Rates for Electricity Contracts, 29 January 2010

Wed 27 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 012/10.

The revised margin parameter will be effective for open contracts as at close of business on Friday 29 January 2010, impacting margin calls made on Monday 1 February 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