Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
Notice reference number: 0730.26.06
Date published: 23/06/26
Effective as of: 30/06/26
Last updated: 23/06/26

ASX Clear (Futures) is revising its initial margin and liquidity margin parameters for ASX 24 Australian Electricity Base Load Cap Futures and New Zealand Electricity Benmore Base Monthly Futures contracts. No changes have been made to other margin parameters.

The updated PSR parameters can be found in Appendix 1.

The updated LMA parameters can be found in Appendix 2.

What do I need to do by when?

The revised Price Scanning Range (PSR) will be effective intraday Tuesday, 30 June 2026.

The revised Liquidity Margin Add-On (LMA) will be effective end-of-day Tuesday, 30 June 2026.

All ASX 24 Energy, Environmental and Agriculture contracts margin parameters are also available on the ASX website here.

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au

 

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