ASX Clear has revised initial margin rates for exchange traded derivative products given current and potential future market conditions. Exchange Traded Derivatives adjustments for Scanning Range Parameters are contained within Appendix 1 and Inter-Commodity Concessions in Appendix 2.

What do I need to do by when?

ASX will be implementing the new margin parameters on intra-day, Friday, 10 February 2017 for initial margins called on Monday, 13 February 2017. Clearing Participants are advised that they may be subject to an intra-day call, calculated with the new margin parameters on Friday, 10 February 2017. 

ASX will be distributing daily files of margin impacts by a client and combined commodity level via the ASX online portal from Monday, 6 February 2017 until Friday, 10 February 2017. 

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

Margin Parameters: http://www.asx.com.au/data/ASXCL-margin-parameters.zip

Need more information?

Issued by

William Ward

Manager, Exposure Risk Management

Contact information

Phone: 1800 198 021
ERMteam@asx.com.au

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