Notice

ASX Clear (Futures) Initial Margin Parameters

What's this about:
  • ASX 24 Market
  • Clearing
  • Operations
  • Risk
  • Equity Derivatives
  • Futures
  • Commodities
  • Grains
  • Rates
  • Interest Rate Futures
Notice reference number: 0429.23.05
Date published: 10/05/23
Effective as of: 17/05/23
Last updated: 20/03/26

ASX Clear (Futures) is revising its initial margin parameters, including Price Scanning Range (PSR), Liquidity Margin Add-On (LMA) and Inter-Commodity Concession (ICC) for ASX 24 Interest Rate, Equity and Agriculture products.

The updated PSR and LMA for Interest Rate, Equity and Agriculture products can be found in Appendix 1.

The updated ICC for Interest Rate, Equity and Agriculture products can be found in Appendix 2.

What do I need to do by when?

The revised Price Scanning Range (PSR) and Inter-Commodity Concession (ICC) will be effective intra-day 17 May 2023, Wednesday.

The revised Liquidity Margin Add-On (LMA) will be effective End-of-Day 17 May 2023, Wednesday.

All ASX 24 Interest Rate, Equity and Commodities contracts margin parameters are available on the ASX website at:

https://www2.asx.com.au/content/dam/asx/participants/clearing-and-settlement/margin-rates.pdf

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: ermteam@asx.com.au

 

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