Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
Notice reference number: 1171.21.08
Date published: 27/08/21
Effective as of: 03/09/21
Last updated: 27/08/21

ASX Clear (Futures) is revising its initial margin and liquidity margin add-on parameters for ASX 24 Australian Electricity Base Load Cap Futures products only. This change will be implementing based on EOD position on 03 September 2021 (Friday) for initial margin settled on 06 September 2021 (Monday).

What do I need to do by when?

ASX will be implementing the new margin parameters based on the end of day position on 03 September 2021 (Friday) for initial margins settled on 06 September 2021 (Monday).

Details of the changes made to initial margin parameters are provided in Appendix 1. No changes have been made to other margin parameters.

All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:

http://www2.asx.com.au/content/dam/asx/participants/derivatives-market/energy-derivatives/asx-energy-margin-parameters.pdf

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: ermteam@asx.com.au

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