ASX Clear (Futures) has reviewed the Currency and Non-Cash Collateral Haircuts, all changes to Acceptable Collateral list as outlined in Appendix 1.
ASX will be implementing revised collateral haircut rates intra-day Friday, 11 September 2020, to cover margins called from Monday, 14 September 2020.
ASX Clear (Futures) acceptable collateral list is available on the ASX website at:
http://www.asx.com.au/data/asxclf-acceptable-collateral-list.pdf
Clearing Risk Management
Email: CROversight@asx.com.au