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[外汇债券] 期货保证金交易--OFFSET什么意思? [复制链接]

发表于 2013-9-2 21:23 |显示全部楼层
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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 2012, impacting margin calls made on 8 August 2012.

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 commodity margin offset of 50%.
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