ASX participants and users are advised that ASX will list new Exchange Traded Options (ETOs)over Sigma Healthcare Ltd (SIG) available for trading on Monday 7 April 2025.
As is current policy the new ETO Classes will not have special size allocated initially.
The new ETO Class will be reviewed every 3 months and those ETO Classes which meet ASX’s liquidity requirement will have Special Size crossing levels re-introduced. ETO crossings can still occur on the new ETO Classes but will need to be conducted on screen as opposed to a trade report whilst Special Size is not available.
Please refer to the below table for market making coverage on the new ETO Class.
ETO Class |
Company Name |
Min Quote Size |
Quote schedule < 3 months |
Quote schedule > 3 months |
Market Makers* |
SIG |
Sigma Healthcare Ltd |
1000 |
1 |
2 |
ECL, MAK, SIG |
* ECL = Eclipse Trading; MAK = Mako Trading; SIG = Susquehanna
Please refer to the table below for the initial margin parameters and assigned fee schedule for the new ETO Classes.
ETO Class |
Company Name |
PSR |
VSR |
Fee Tier |
SIG |
Sigma Healthcare Ltd |
30% |
41% |
1 |
New ETO Classes will have maturities listed out 6 months to start and have a contract size of 100 shares. Flex option listings can occur on the new ETO Classes in line with ASX’s current policy and can be requested via tradingoperations@asx.com.au.
Participants and end users should make the appropriate changes in readiness for the new ETO Classes.
Gregory Pill – Head of Equity Derivative Products
Gregory Pill
+61 (02) 9227 0696
greg.pill@asx.com.au