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.
ASX will be implementing the new margin parameters as at end of day 30 September 2021 (Thursday) for initial margins called on 1 October 2021 (Friday).
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:
Clearing Risk Oversight