Further to market notice 0497.25.05, participants are advised that the Morning and Evening Peak Electricity Futures contracts will be available for trading, starting with NSW on Monday, 30 June 2025, followed by QLD on 7 July, VIC on 21 July, and SA on 28 July.

ASX Clear (Futures) has updated the Initial Margin parameters to include the new Australian Peak Load Electricity Futures here. Inter-Commodity Concession (ICC) will apply to a portfolio of offsetting positions between a pair of states that have commenced trading.

The updated CST scenarios with the new Australian Peak Load Electricity Futures included are provided in Appendix 2 – Commodity scenarios and Appendix 4 – Tiered-energy scenarios.

Details of the other stress scenarios CSV files are available in Appendix 1 – ETD scenarios and Appendix 3 – OTC scenarios. There are no changes to ETD interest rates and equity indices or OTC stress scenarios.

What do I need to do by when?

The new margin and Stress Test parameters will be effective for open positions as at open of trading on Monday, 30 June 2025 for Initial Margins and Additional Initial Margins (AIMs) settled on Tuesday, 1 July 2025. Clearing Participants are advised that they may be subject to intraday calls on Monday, 30 June 2025.

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au

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