Notice

Underlying Bonds for New Zealand December 2016 3 and 10 Year Government Stock Futures

What's this about:
  • ASX 24 Market
  • Trading
  • Product
  • Operations
  • Rules
  • Rates
  • Interest Rate Futures
Notice reference number: 0665.16.06
Date published: 09/06/16
Effective as of: 15/06/16
Last updated: 09/06/16

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.

 

What do I need to do by when?

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.

Need more information?

Issued by

Kristye van de Geer, Manager Interest Rate Markets

Contact information

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

 

Disclaimer