Notice

ASX Clear (Futures) Energy Derivative Products Initial Margin Parameters

What's this about:
Notice reference number: 1573.16.12
Date published: 22/12/16
Effective as of: 29/12/16
Last updated: 20/03/26

ASX Clear (Futures) has reviewed all margin parameters for ASX 24 Energy derivative products and made appropriate changes. Margin parameter changes can be found in Appendix 1.

What do I need to do by when?

The revised margin parameters will be effective for open contracts as at close of business on Thursday, 29 December 2016 for initial margins called on Friday, 30 December 2016.

All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:

http://www.asx.com.au/data/clearing/ASX_Energy_Margin_Parameters.pdf

Need more information?

Issued by

William Ward, Manager, Exposure Risk Management

Contact information

William Ward
1800-198-021
ERMTeam@asx.com.au

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