Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
Notice reference number: 0982.25.08
Date published: 28/08/25
Effective as of: 04/09/25
Last updated: 20/03/26

ASX Clear (Futures) is revising its initial margin (IM) and Liquidity Margin Add-on (LMA) parameters for AP contracts only.

The updated IM PSR parameter can be found in Appendix 1. The updated LMA PSR parameters can be found in Appendix 2. 

What do I need to do by when?

The changes will come in to effect intraday Thursday, 04 September 2025.

All ASX 24 ETD margin parameters are also available on the ASX website.   

Interest Rate and Equity contracts:

https://www.asx.com.au/content/dam/asx/participants/clearing-and-settlement/margin-rates.xlsx

Energy, Environmental and Agriculture contracts: 

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

 

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