Notice

ASX Clear (Futures) Index Derivatives Initial Margin Parameters

What's this about:
Notice reference number: 1299.16.11
Date published: 01/11/16
Effective as of: 03/11/16
Last updated: 20/03/26

ASX Clear (Futures) has revised initial margin rates for index derivative products given current and potential future market conditions. These changes are outlined in Appendix 1.

What do I need to do by when?

ASX will be implementing the new margin parameters on intra-day, Thursday, 3 November 2016 for initial margins called on Friday, 4 November 2016. Clearing Participants are advised that they may be subject to an intra-day call, calculated with the new margin parameters on Thursday, 3 November 2016. 

Initial margin rates for all contracts for ASX Clear (Futures) are available on the ASX website at:

Need more information?

Issued by

William Ward

Manager, Exposure Risk Management

Contact information

Phone: 1800-198-021

Email: ERMteam@asx.com.au 

Disclaimer