Notice

ASX Clear (Futures) – Capital Stress Test (CST) parameters

What's this about:
  • ASX 24 Market
  • Clearing
  • Operations
  • Risk
  • Futures
  • Options & ETOs
  • Energy
  • Rates
  • Interest Rate Futures
  • OTC Cleared
Notice reference number: 1297.19.11
Date published: 21/11/19
Effective as of: 06/12/19
Last updated: 20/03/26

ASX Clear (Futures) has revised the Capital Stress Test scenarios. The new scenarios are outlined in Appendix 1.

What do I need to do by when?

The revised CST parameters will be effective for open positions as at close of business on Friday, 6 December 2019.

Need more information?

Issued by

Colm Grace, General Manager, Clearing Risk Policy & Management

Contact information

T: +61 2 9227 0439
E: colm.grace@asx.com.au 

Disclaimer