Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
  • ASX 24 Market
  • Clearing
  • Operations
  • Risk
  • Equity Derivatives
  • Futures
  • Energy
  • Grains
  • Interest Rate Futures
Notice reference number: 1709.20.12
Date published: 15/12/20
Effective as of: 18/12/20
Last updated: 15/12/20

ASX Clear (Futures) is revising its Inter Commodity Concession (ICC) initial margin parameters for ASX 24 products. 

The updated non-Energy ASX 24 futures margin and options contract parameters can be found in Appendix 1.

The updated energy margin parameters can be found in Appendix 2.

What do I need to do by when?

Revised margin parameters will be effective intra-day, Friday 18th of December 2020.

Details of the changes made to initial margin parameters are provided in Appendix 1 & 2. 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:

https://www2.asx.com.au/content/dam/asx/participants/clearing-and-settlement/margin-rates.pdf

All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:

http://www2.asx.com.au/content/dam/asx/participants/derivatives-market/equity-derivatives/asx-energy-margin-parameters.pdf 

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au

Disclaimer