Notice

Treasury Bond Series for the June 2017 contract month

What's this about:
  • ASX 24 Market
  • Product
  • Operations
  • Rules
  • Interest Rate Futures
  • Trading
Notice reference number: 1509.16.12
Date published: 12/12/16
Effective as of: 15/12/16
Last updated: 12/12/16

Participants are advised that the basket stocks to underlie the June 2017 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below. The series will be listed on Thursday 15 December 2016, with futures and options to be listed at the start of the evening ASX Trade24 session at 5.10pm.

June 2017

3 YEAR BOND CONTRACT

10 YEAR BOND CONTRACT

2.75%

October

2019

4.25%

April

2026

4.50%

April

2020

4.75%

April

2027

1.75%

November

2020

2.75%

November

2027

5.75%

May

2021

2.25%

May

2028

 

June 2017

20 YEAR BOND CONTRACT

4.50%

April

2033

2.75%

June

2035

3.75%

April

2037

3.25%

June

 2039 

 

The underlying stocks for the 3, 10 and 20 Year Treasury Bond Futures remain unchanged.

What do I need to do by when?

Participants should note and communicate to clients the underlying bond basket constituents underlying the June 2017 3, 10 and 20 Year Treasury Bond Futures contracts on ASX 24. Need more information?

Need more information?

Issued by

Kristye van de Geer, Manager Interest Rate Markets

 

Contact information

Kristyne van de Geer
+61 (02)  9227 0130
kriste.vandegeer@asx.com.au  

Disclaimer