In accordance with the Contract Specifications for the 3 Year and 10 Year Government Stock Futures Contract, the approved maturities for the purposes of determining the Mandatory Settlement Prices for the contract settlement months are as listed below:
3 Year Government Stock Futures Contract:
Contract Settlement Month |
Short Dated Stock |
Far Dated Stock |
June 2017 |
3% April 2020 |
6% May 2021 |
10 Year Government Stock Futures Contract:
Contract Settlement Month |
Short Dated Stock |
Far Dated Stock |
June 2017 |
2.75% April 2025 |
4.5% April 2027 |
The underlying bonds included in the 3 Year Government Stock Futures contracts have changed with the removal of the March 2019 series and inclusion of the April 2020 series.
The underlying bonds included in the 10 Year Government Stock Futures contracts remain unchanged.
Participants should keep note and communicate to clients the underlying bond basket constituents underlying the June 2017 3 and 10 Year NZ Government Stock Futures contracts on ASX 24.
Kristye van de Geer, Manager Interest Rate Markets
Kristye van de Geer
+61 (02) 9227 0130
kriste.vandegeer@asx.com.au