Notice

ASX Clear Futures Margin Parameters and Capital Stress Test (CST) Shocks for New Bloomberg AusBond Futures Contracts

What's this about:
  • ASX 24 Market
  • Clearing
  • Product
  • Operations
  • Risk
  • Equity Derivatives
  • Futures
  • Rates
  • Interest Rate Futures
Notice reference number: 0948.26.08
Date published: 13/08/26
Effective as of: 21/08/26
Last updated: 13/08/26

ASX Clear Futures is implementing Initial Margin (IM) parameters and Credit Stress Testing (CST) shocks for the Bloomberg AusBond Composite Index Futures (CM) and Bloomberg AusBond Credit Index Futures (CR).

The initial margin parameters for these products are provided in Appendix 1. The CST shock scenarios for these products are provided in Appendix 2.

For more information regarding these new products, please refer to the notice published here.

What do I need to do by when?

The changes will become effective when the new products begin trading in the night session of Friday, 21 August 2026.

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au

Disclaimer