Notice

Treasury Bond Series for the September 2019 contract month

What's this about:
  • ASX 24 Market
  • Trading
  • Clearing
  • Product
  • Operations
  • Market Data
  • Rules
  • Interest Rate Futures
  • 3 YEAR BOND FUTURE
  • 10 YEAR BOND FUTURE
  • 20 YEAR BOND FUTURE
  • BOND BASKETS
  • SEPTEMBER 2019 EXPIRY
  • Show more
Notice reference number: 0143.19.02
Date published: 28/02/19
Effective as of: 15/03/19
Last updated: 28/02/19

Participants are advised that the basket stocks to underlie the September 2019 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below. The series will be listed on Friday the 15th of March 2019, with futures and options to be listed at the start of the evening ASX 24 trading session at 5:10pm

SEPTEMBER 2019 3 YEAR BOND CONTRACT

SEPTEMBER 2019 10 YEAR BOND CONTRACT

2.00%

December 2021

2.75%

November 2028

5.75%

July 2022

3.25%

April 2029

2.25%

November 2022

2.75%

November 2029

5.50%

April 2023

2.50%

May 2030

SEPTEMBER 2019 20 YEAR BOND CONTRACT

3.75%

April 2037

3.25%

June 2039

2.75%

May 2041

 

What do I need to do by when?

Participants should note and communicate to clients the underlying bond basket constituents underlying the September 2019 3, 10 and 20 Year Treasury Bond Futures contracts on ASX 24.

Need more information?

Issued by

Luke Flory, Manager Interest Rate Products.

Contact information

Luke Flory

+61 (02)  9227 0577
luke.flory@asx.com.au

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