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ASIC Market Integrity Rules (ASX Market) 2010
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Department of the Treasury
This item is authorised by the following title:
Corporations Act 2001
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F2014C00264
09 February 2014
-
25 May 2014
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Volume 1
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Chapter 1: Introduction
Part 1.1 Preliminary
Part 1.2 Waiver
Part 1.3 Notice, notification and service of documents
Part 1.4 Interpretation
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Chapter 2: Participants and Representatives
Part 2.1 Management requirements
Part 2.2 Insurance and information requirements
Part 2.3 Responsible Executives
Part 2.4 Retail Client Adviser Accreditation
Part 2.5 Designated Trading Representatives (DTRs)
Part 2.6 Foreign Participants
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Chapter 3: Client relationships
Part 3.1 Clients trading in products for first time
Part 3.2 Trading as Principal
Part 3.3 Client instructions
Part 3.4 Reporting to Clients
Part 3.5 Client Money and Property
Part 3.6 Prohibition of advice to Client
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Chapter 4: Records
Part 4.1 Trading records
Part 4.2 Records—General
Part 4.3 Access to records
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Chapter 5: Trading
Part 5.1 Client order priority
Part 5.2 Business connections between Market Participants
Part 5.3 Large Order facilitation
Part 5.4 Transactions by connected persons (including persons connected with other Market Participants)
Part 5.5 Participant’s trading infrastructure
Part 5.6 Automated Order Processing—Filters, conduct, and infrastructure
Part 5.7 Manipulative trading
Part 5.8 Prohibition on wash trades, pre-arranged trades and dual trading—Futures
Part 5.9 Fair and orderly markets
Part 5.10 Dealing in Cash Market Products
Part 5.11 Suspicious activity reporting
Part 5.12 Identification of short sales
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Chapter 6: Takeovers
Part 6.1 Market Bid—Announcements by Market Participant
Part 6.2 Acquisition of Cash Market Products during the Bid Period
Part 6.3 Market Participant acting for Bidder or Issuer
Part 6.4 Limitations on Crossings outside of Trading Hours during a Takeover Bid or Scheme
Part 6.5 Special Crossings Prohibited During Offer Period
Part 6.6 Limitations on Crossings during buy-back conducted On-Market
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Chapter 7: Rules applying to Market Operators
Part 7.1 Data feeds
Part 7.2 Information
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Chapter 8: Capital requirements
Part 8.1 Preliminary
Part 8.2 Application
Part 8.3 Participants with Trading Permission for Futures Market Transactions only
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Chapter 9: Accounts and audit
Part 9.1 Application of Rules
Part 9.2 Risk Based Capital Requirements—Reporting
Part 9.3 NTA Requirements—Reporting
Part 9.4 General
Part 9.5 Scope of audits
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Chapter 10: Futures Market Transactions
Part 10.A Interpretation
Part 10.1 Payment by client
Part 10.2 Death of client and other circumstances
Part 10.3 Default by a client
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Schedule 1A: Capital liquidity requirements
Part S1A.1 Definitions and Interpretation
Part S1A.2 Obligations of Market Participants
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Schedule 1B: NTA requirements
Part S1B.1 Interpretation
Part S1B.2 Meaning and calculation of Net Tangible Assets (NTA)
Part S1B.3 Minimum NTA requirement
Part S1B.6 Records, accounts and returns
Part S1B.8 Approved subordinated debt
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Annexure 1 to Schedule 1A: Counterparty Risk Requirement
Part A1.1 Counterparty Risk Requirement
Part A1.2 Methods
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Annexure 2 to Schedule 1A: Large exposure risk requirement
Part A2.1 Counterparty large exposure risk requirement
Part A2.2 Issuer large exposure risk requirement
Part A2.3 Methods
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Annexure 3 to Schedule 1A: Position risk requirement
Part A3.1 Equity position risk amount
Part A3.2 Standard method—Equity position risk
Part A3.3 Building block method––Equity position risk
Part A3.4 Contingent loss matrix method—Equity position risk
Part A3.5 Margin method—Equity position risk
Part A3.6 Basic method—Equity position risk
Part A3.7 Arbitrage method––Equity position risk
Part A3.8 Calculation of Equity Equivalent positions––Equity position risk
Part A3.9 Calculation of equity net positions––Equity position risk
Part A3.10 Debt position risk amount
Part A3.11 Standard method—Debt position risk
PartA3.12 Building block method—Debt position risk
Part A3.13 Contingent loss matrix method—Debt position risk
Part A3.14 Margin method—Debt position risk
Part A3.15 Basic method—Debt position risk
Part A3.16 Calculation of Debt Equivalent positions—Debt position risk
Part A3.17 Calculation of debt net positions—Debt position risk
A3.18 Foreign exchange position risk amount
Part A3.19 Standard method—Foreign exchange position risk
Part A3.20 Contingent loss matrix method—Foreign exchange position risk
Part A3.21 Calculation of Foreign Exchange Equivalent positions— Foreign exchange position risk
Part A3.22 Calculation of a converted net open position—Foreign exchange position risk
Annexure 4 to Schedule 1A: Underwriting Risk Requirement
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Annexure 5 to Schedule 1A: Tables
Part A5.1 Position Risk
Part A5.2 Counterparty Risk
Part A5.3 Other
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Volume 2
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Schedule 1C: Forms
Sch 1C Form 1 Pt 1
Schedule 1C Form 2 Part 2: Risk Based Capital Requirements - Directors' Declaration to the Summary Return
Sch 1C Form 3A Pt 1
Schedule 1C Form 3A Part 2: Risk Based Capital Requirements - Directors' Declaration to the Monthly Return
Sch 1C Form 3B Part 1
Schedule 1C Form 3B Part 2: Risk Based Capital Requirements - Partners' Declaration to the Monthly Return
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Volume 3
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Schedule 1C: Forms
Sch 1C Form 4A Pt 1
Schedule 1C Form 4A Part 2: Risk Based Capital Requirements - Directors' Declaration to the Annual Audited Return
Sch 1C Form 4B Part 1
Schedule 1C Form 4B Part 2: Risk Based Capital Requirements - Partners' Declaration to the Annual Audited Return
Schedule 1C Form 5: Risk Based Capital Requirements – Auditor’s Report
Schedule 1C Form 6: Risk Based Capital Requirements – Key
Schedule 1C Form 7: Risk Based Capital Requirements – Partnership Statutory Declaration
Schedule 1C Form 8 Part 2: NTA Requirements - Directors' Declaration to the Ad Hoc Return
Schedule 1C Form 9 Part 2: NTA Requirements – Directors’ Declaration to the Summary Return
Sch 1C Form 10 Pt 1
Schedule 1C Form 10 Part 2: NTA Requirements - Directors' Declaration to the Monthly Return
Sch 1C Form 11 Pt 1
Schedule 1C Form 11 Part 2: NTA Requirements - Directors' Declaration to the Annual Audited Return
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Volume 4
Notes to ASIC Market Integrity Rules (ASX Market) 2010