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 energy margin parameters can be found in Appendix 1.

What do I need to do by when?

ASX will be implementing the new margin parameters based on the end of day position on 30 June 2021 (Wednesday) for initial margins settled on 1 July 2021 (Thursday).

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

All non-Energy ASX 24 futures and options contract margin parameters remains unchanged and available on the ASX website at:

https://www2.asx.com.au/content/dam/asx/participants/clearing-and-settlement/margin-rates.pdf

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/equity-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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