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If a portfolio includes positions in more than one futures contract series, offsets on initial margins may be available.
You are able to offset the credit premium of bought option positions against ASX futures initial margin liabilities.
The following table shows initial margins effective for open positions as at close of business on 7 August 20十二, impacting margin calls made on 8 August 20十二.
Contract New Initial Margin Previous Initial Margin Intermonth Spread Charge
S&P/ASX 200 A-REIT Index Futures $600 $500 $50
S&P/ASX 200 Index Futures $2,500 $2,400 $100
S&P/ASX 50 Index Futures $2,500 $2,400 $100
All the above futures contracts attract an inter co妹妹odity margin offset of 50%. |
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