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
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:
All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:
Peter Bath, Senior Manager, Risk Management
+61 (02) 9227 0342