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NZX implements mutualised default fund

Operational Update8 November 2018NZXFinancials

NZX Limited
Level 1, NZX Centre

11 Cable Street

PO Box 2959

Wellington 6140

New Zealand

Tel +64 4 472 7599


www.nzx.com


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9 November 2018


NZX implements mutualised default fund


NZX has redesigned its Clearing House capital structure with the implementation of a

mutualised default fund today.


The fund requires contributions from dairy derivatives clearing participants, diversifying the

capital available for NZX Clearing to cover the potential risk of a participant defaulting. A fund of

this nature is in line with global best practise and, given the growth trajectory of NZX’s dairy

derivatives market, it is an appropriate time for the exchange to implement this structure.


NZX Head of Markets Development & Clearing Benjamin Phillips commented: “The mutualised

default fund is an essential enhancement to NZX’s risk management framework and will support

the growth of our global derivatives market. Core to the delivery of the fund is efficient utilisation

of capital when providing market protection, which in turn supports market growth.”


The fund’s implementation will allow for great growth of the dairy derivatives market before the

exchange is required to contribute further capital. It builds on a series of initiatives NZX has

delivered over the past 12 months to grow the market, including the introduction of increased

trading functionality, and extension of market trading hours to meet customer demand in Asia

and Europe.


The fund’s introduction follows a 12-month consultation and engagement period with the market

on proposed changes and amendments to the NZX Clearing and Settlement Rules. The

updated rules and default fund policy can be found at the link below:


https://www.nzx.com/regulation/nzx-rules-guidance/default-fund-rule-amendments


For further information please contact:

Hannah Lynch

Head of Communications

T: 09 308 3710

M: 021 252 8990

E: hannah.lynch@nzx.com

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