新足迹

 找回密码
 注册

精华好帖回顾

· 我心中的李太白 (2009-1-17) 对酒当歌 · 爱尔兰的流浪者 (2011-4-6) slateblue
· 圣诞节袋鼠岛游记 (2007-12-28) sail · 参加征文活动 - 一个蓝领工作在澳洲 (2008-4-30) patrickzhu
Advertisement
Advertisement
查看: 1203|回复: 0

[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 20:23 |显示全部楼层
此文章由 buffalo 原创或转贴,不代表本站立场和观点,版权归 oursteps.com.au 和作者 buffalo 所有!转贴必须注明作者、出处和本声明,并保持内容完整
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%.
Advertisement
Advertisement

发表回复

您需要登录后才可以回帖 登录 | 注册

本版积分规则

Advertisement
Advertisement
返回顶部