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Notice
Participants are advised that the basket stocks to underlie the March 2017 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below. The series will be listed on Thursday 15 September 2016, with futures and options to be listed at the start of the evening ASX Trade24 session at 5.10pm.
March 2017 |
|||||
3 YEAR BOND CONTRACT |
10 YEAR BOND CONTRACT |
||||
2.75% |
October |
2019 |
4.25% |
April |
2026 |
4.50% |
April |
2020 |
4.75% |
April |
2027 |
1.75% |
November |
2020 |
2.75% |
November |
2027 |
5.75% |
May |
2021 |
2.25% |
May |
2028 |
March 2017 |
||
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 Year Treasury Bond Futures has changed with the removal of the 5.25% March 2019 series and inclusion of the 5.75% May 2021 series.
The underlying stocks for the 10 Year Treasury Bond Futures has changed with the removal of the 3.25% April 2025 series and inclusion of the 2.25% May 2028 series.
The underlying stocks for the 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 March 2017 3, 10 and 20 Year Treasury Bond Futures contracts on ASX 24.
Need more information?
Issued by
Kristye van de Geer, Manager Interest Rate Market
Contact information
Kristye van de Geer
+61 (02) 9227 0130
kriste.vandegeer@asx.com.au