ASX Clear (Futures) Overnight Margining

What's this about:
  • ASX 24 Market
  • Clearing
  • Compliance
  • Risk
  • Equity Derivatives
  • Commodities
  • Rates
Notice reference number: 1369.17.11
Date published: 27/11/17
Effective as of: 27/11/17
Last updated: 27/11/17

ASX Clear (Futures) will commence overnight margining for certain Clearing Participants from the night of Monday, 27 November 2017/early morning Tuesday, 28 November 2017. The Clearing Participants concerned (selected by their historical market activity) have already been notified.

Accordingly, ASX has amended the procedures to the ASX Clear (Futures) Operating Rules to:

  • reflect that the processes for overnight margining will be set out in a document on the ASX website; and
  • enable ASX to call an intra-day margin in a currency other than the underlying currency of the cleared transaction.

The amended procedures will take effect on 27 November 2017 and are available here

The document setting out the processes for overnight margining is available here

What do I need to do by when?


Need more information?

Issued by

William Ward, Manager, Exposure Risk Management

Contact information

Exposure Risk Management