Participants are advised that the basket stocks to underlie the December 2016 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below. The series will be listed on Wednesday 15 March 2016, with futures and options to be listed at the start of the evening ASX Trade24 session at 5.10pm.
December 2016 |
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3 YEAR BOND CONTRACT |
10 YEAR BOND CONTRACT |
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5.25% |
March |
2019 |
3.25% |
April |
2025 |
2.75% |
October |
2019 |
4.25% |
April |
2026 |
4.50% |
April |
2020 |
4.75% |
April |
2027 |
1.75% |
November |
2020 |
2.75% |
November |
2027 |
December 2016 |
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20 YEAR BOND CONTRACT |
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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 contract remain unchanged
Participants should note and communicate to clients the underlying bond basket constituents underlying the December 2016 3, 10 and 20 Year Treasury Bond Futures contracts on ASX 24.Need more information?
Kristye van de Geer, Manager Interest Rate Markets
Kristye van de Geer
+61 (02) 9227 0130
kriste.vandegeer@asx.com.au