Notice

Treasury Bond Series for the December 2016 contract month

What's this about:
  • ASX 24 Market
  • Interest Rate Futures
  • Trading
  • Product
  • Operations
  • Rules
Notice reference number: 0677.16.06
Date published: 09/06/16
Effective as of: 15/06/16
Last updated: 14/06/16

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

3 YEAR BOND CONTRACT

10 YEAR BOND CONTRACT

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

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 contract remain unchanged

What do I need to do by when?

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?

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