Notice

Treasury Bond Series for the March 2018 contract month

What's this about:
  • ASX 24 Market
  • Trading
  • Product
  • Operations
  • Rules
  • 3 year bond future
  • 10 year bond futures
  • 20 year bond futures
  • bond baskets
  • March 2018 expiry
Notice reference number: 0957.17.09
Date published: 12/09/17
Effective as of: 15/09/17
Last updated: 12/09/17

Participants are advised that the basket stocks to underlie the March 2018 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below. The series will be listed on Friday 15 September 2017, with futures and options to be listed at the start of the evening ASX 24 trading session at 5.10pm.

 

March 2018

3 YEAR BOND CONTRACT

10 YEAR BOND CONTRACT

4.50%

April

2020

4.75%

April

2027

1.75%

November

2020

2.75%

November

2027

5.75%

May

2021

2.25%

May

2028

2.00%

December

2021

2.75%

November

2028

 

 

March 2018

20 YEAR BOND CONTRACT

2.75%

June

2035

3.75%

April

2037

3.25%

June

2039

What do I need to do by when?

Participants should note and communicate to clients the underlying bond basket constituents underlying the March 2018 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