Notice

Underlying Bonds for New Zealand June 2019 3 and 10 Year Government Stock Futures

What's this about:
  • ASX 24 Market
  • Trading
  • Product
  • Operations
  • Rules
  • Interest Rate Futures
  • NZ Government Bond Futures
  • NZ basket stocks
  • June 2019 expiry
Notice reference number: 1391.18.12
Date published: 05/12/18
Effective as of: 12/12/18
Last updated: 05/12/18

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

June 2019

6% May 2021

5.5% April 2023

10 Year Government Stock Futures Contract:

Contract Settlement Month

Short Dated Stock

Far Dated Stock

June 2019

4.5% April 2027

3.5% April 2033

 

The underlying bonds included in the 3 Year Government Stock Futures contract remain unchanged.  The underlying bonds included in the 10 Year Government Stock Futures 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 June 2019 3 and 10 Year NZ Government Stock Futures contracts on ASX 24.

Need more information?

Issued by

Kristye van de Geer
Senior Manager Interest Rate Markets
 

Contact information

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

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