ASX Clear (Futures) has amended the ASX OTC Handbook to broaden the ASX Futures products eligible for portfolio margining.
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.
Participants do not need to take any action.
View a copy of the ASX OTC Handbook amendments in the following attachment:
Amended OTC Handbook Procedure 5.5
Catherine Eakin, Senior Manager & Senior Legal Counsel
Allan McGregor, Head of Rates
+61 (02) 9227 0814
allan.mcgregor@asx.com.au