ASX Clear (Futures) has reviewed all margin parameters for ASX 24 Energy derivative products and made appropriate changes. Margin parameter changes can be found in Appendix 1.
The revised margin parameters will be effective for open contracts as at close of business on Friday, 21 April 2017 for initial margins called on Monday, 24 April 2017.
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:
William Ward, Manager, Exposure Risk Management