Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
Notice reference number: 1746.21.12
Date published: 01/12/21
Effective as of: 31/12/21
Last updated: 01/12/21

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. 

The updated margin parameters can be found in Appendix 1.

What do I need to do by when?

ASX will be implementing the new margin parameters as at end of day 31 December 2021 (Friday) for initial margins called on 4 January 2022 (Tuesday).

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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