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 |
December 2016 |
5% March 2019 |
6% May 2021 |
10 Year Government Stock Futures Contract:
Contract Settlement Month |
Short Dated Stock |
Far Dated Stock |
December 2016 |
5.5% April 2023 |
4.5% April 2027 |
The underlying bonds included in both the 3 and 10 Year Government Stock Futures contracts remain unchanged.
Participants should keep note and communicate to clients the underlying bond basket constituents underlying the December 2016 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