Notice
Notice reference number: 1569.15.12
Notice date: 11/12/2015
Effective date: 18/12/2015
What’s this about?
 ASX Trade
 ASX 24

ASX TECH

 Trading
 Clearing

Settlement
 ALC
 ASX NET
 Operations
 Technology

Market Data
 Rules
 Compliance
 Risk

Other
ASX Interest Rate Derivative Products Initial Margin Parameters
ASX Clear (Futures) has reviewed all margin parameters for ASX 24 interest rate derivative products and made
appropriate changes.
Additionally, further to market notice 1459.15.11 ‘ASX Clear (Futures) Deliverable Swap Futures Initial Margin
Parameters’, this notice outlines the inter-month spread rates and inter-commodity concessions for the Deliverable
Interest Rate Swap Futures products.
The new margin parameter are outlined in Appendix 1.
What do I need to do and by when?
The revised margin parameters will be effective for open contracts as at close of business onFriday, 18 December 2015
for margin settlements made on Monday, 21 December 2015.
Participants are encouraged to advise all relevant clients of this Initial Margin change on a timely basis.
All ASX 24 Interest rate futures and options contract margin parameters are available on the ASX website at:
 http://www.asx.com.au/data/clearing/marginrates.pdf
Need more information?
Issued by
Karen Nguyen
Manager, Exposure Risk Management
Contact Details
4B
Phone: 1800-198-021
Email: [email protected]
Disclaimer
5
1/2
ASX Notice
(continued)
2/2