Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
  • ASX 24 Market
  • Clearing
  • Operations
  • Risk
  • Equity Derivatives
  • Futures
  • Commodities
  • Rates
  • Interest Rate Futures
Notice reference number: 0479.19.05
Date published: 17/05/19
Effective as of: 24/05/19
Last updated: 17/05/19

ASX Clear (Futures) is revising its initial and liquidity margin parameters for ASX 24 derivative products.

The updated margin parameters can be found in Appendix 1

What do I need to do by when?

Revised margin parameters will be effective as at end of day, Friday, 24th of May 2019 for initial margins called on Monday, 27th of May 2019.

Details of the changes made to initial margin parameters are provided in Appendix 1. No changes have been made to other margin parameters. 

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

https://www.asx.com.au/data/clearing/marginrates.pdf 

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

Peter Bath, Senior Manager, Risk Management

Contact information

+61 (02)  9227 0342
 peter.bath@asx.com.au

Disclaimer