Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
  • ASX 24 Market
  • Clearing
  • Operations
  • Risk
  • Commodities
  • Energy
  • Grains
  • Margin parameter changes
  • Margin period of risk
  • ASX Clear (Futures)
  • Initial Margin
  • Liquidity Add-on
  • Show more
Notice reference number: 1335.23.12
Date published: 11/12/23
Effective as of: 29/12/23
Last updated: 28/12/23

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 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 Friday, 29 December 2023. No changes have been made to other margin parameters.

The revised Liquidity Margin Add-On (LMA) will be effective end-of-day Friday, 29 December 2023.

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au

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