Notice

ASX Clear (Futures) Index Derivatives Initial Margin Parameters

What's this about:
Notice reference number: 0113.17.02
Date published: 06/02/17
Effective as of: 10/02/17
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, 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. 

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

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