ASX Clear (Futures) Initial Margin Parameters, effective 31st March 2025

Fri 21 Mar 2025

As per notice 0278.25.03 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 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 Monday, 31 March 2025. No changes have been made to other margin parameters.

The revised Liquidity Margin Add-On (LMA) will be effective end-of-day Monday, 31 March 2025.

All ASX 24 Energy, Environmental and Agriculture contracts margin parameters are also available on the ASX website at:

https://www.asx.com.au/content/dam/asx/participants/derivatives-market/energy-derivatives/asx-energy-margin-parameters.xlsx

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au