ASX Clear (Futures) has reviewed the Currency and Non-Cash Collateral Haircuts. All changes to Acceptable Collateral list are outlined in Appendix 1.
ASX will be implementing revised collateral haircut rate intra-day 13 September 2023, Wednesday to cover margins called on 14 September 2023, Thursday.
ASX Clear (Futures) acceptable collateral list is available on the ASX website at:
Clearing Risk Oversight
Email: CROversight@asx.com.au