ASX Clear (Futures) Initial Margin Parameters
Mon 2 Jun 2025
As per Notice 0531.25.05, ASX Clear (Futures) is revising its initial margin (IM) and liquidity margin add-on (LMA) parameters for ASX 24 exchange traded derivative products.
Price Scanning Range (PSR), Volatility Scanning Range (VSR) and Inter-Commodity Concession (ICC) parameters for Interest Rate and Equity products are provided in Appendix 1.
PSR, VSR and ICC parameters for Energy, Environmental and Agriculture products are provided in Appendix 2.
The LMA parameters are provided in Appendix 3.
What do I need to do by when?
The changes will come in to effect intraday Tuesday, 03 June 2025.
All ASX 24 ETD margin parameters are also available on the ASX website.
Interest Rate and Equity contracts: https://www.asx.com.au/content/dam/asx/participants/clearing-and-settlement/margin-rates.xlsx
Energy, Environmental and Agriculture contracts: https://www.asx.com.au/content/dam/asx/participants/derivatives-market/energy-derivatives/asx-energy-margin-parameters.xlsx
Need more information?
Issued by
Clearing Risk Oversight
Contact information
Email: CROversight@asx.com.au