ASX Clear (Futures) pays the ASX Treasury Earnings Rate on all cash balances, including cash used to cover Initial Margin, Additional Initial Margin, Mandatory Buffers, excess cash and Participant Commitments. The ASX Treasury Earnings rate is a variable rate that is the lesser of the actual RBA Overnight Cash Rate (OCR) or a rate calculated with reference to actual portfolio earnings.
For non-AUD currencies, the ASX Treasury Earnings Rate is calculated with reference to the actual portfolio earnings for each currency.
All rates used in interest calculations are published daily to Participants via daily interest earned statements.