Notice

ASX Clear (Futures) – ASX OTC Handbook amendments – ASX 20 Year Treasury Bond Futures included in portfolio margining

What's this about:
  • ASX 24 Market
  • Clearing
  • Rules
  • Compliance
  • Risk
  • Interest Rate Futures
  • OTC Cleared
  • Portfolio margining
  • ASX 20 Year Treasury Bond Futures
Notice reference number: 0807.16.07
Date published: 11/07/16
Effective as of: 25/07/16
Last updated: 11/07/16

ASX Clear (Futures) has amended the ASX OTC Handbook to broaden the ASX Futures products eligible for portfolio margining.

What's changing?

ASX Clear (Futures) has amended the ASX OTC Handbook to include ASX 20 Year Treasury Bond Futures as Eligible Open Contracts for the purpose of portfolio margining. This will increase the range of futures products that can be offset against OTC products when determining a Participant’s OTC Initial Margin.

 

What do I need to do by when?

Participants do not need to take any action.

Need more information?

View a copy of the ASX OTC Handbook amendments in the following attachment:

Amended OTC Handbook Procedure 5.5

Issued by

Catherine Eakin, Senior Manager & Senior Legal Counsel

Contact information

Allan McGregor, Head of Rates
+61 (02)  9227 0814
allan.mcgregor@asx.com.au

Disclaimer