ASX Clear (Futures) ICC Initial Margin Parameters, 18 December 2020

Wed 16 Dec 2020

As per ASX Notice 1709.20.12 ASX Clear (Futures) is revising its Inter Commodity Concession (ICC) initial margin parameters for ASX 24 products.

The updated non-Energy ASX 24 futures margin and options contract parameters can be found in Appendix 1.

The updated energy margin parameters can be found in Appendix 2.

What do I need to do by when?

Revised margin parameters will be effective intra-day, Friday 18th of December 2020.

Details of the changes made to initial margin parameters are provided in Appendix 1 & 2. No changes have been made to other margin parameters.

All ASX 24 Energy futures and options contract margin parameters are available on the ASX website at:

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Clearing Risk Oversight

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