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ASX Clear (Futures) Initial Margin Cap Parameters, 31 March 2021

Tue 30 Mar 2021

As per ASX Notice 0385.21.03 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 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 31 March 2021 (Wednesday) for initial margins settled on 1 April 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 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
Commodities@asx.com.au.