ASX Clear (Futures) is revising its Inter Commodity Concession (ICC) initial margin parameter for ASX 24 energy products.
The updated energy margin parameters can be found in Appendix 1.
Revised margin parameters will be effective intra-day, Tuesday 6th of April 2021.
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 non-Energy futures and options contract margin parameters remain unchanged and available on the ASX website at:
Clearing Risk Oversight