SFE Clearing Initial Margin Rates for Electricity Contracts, 5 March 2010

Tue 2 Mar 2010

SFE Clearing Initial Margin Rates for Electricity Contracts, 5 March 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 031/10 and SFE Notice 032/10.

The revised margin parameter will be effective for open contracts as at close of business on Friday 5 March 2010, impacting margin calls made on Monday 8 March 2010.

Initial margin rates for all contracts are available on the .

Should you have any queries in relation to the above, please contact the Clearing Risk Operations department on 9227 0562 or 9227 0532.