Notice

Underlying Bonds for New Zealand March 2020 3 Year 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
  • March 2020 expiry
Notice reference number: 0925.19.09
Date published: 06/09/19
Effective as of: 11/09/19
Last updated: 06/09/19

In accordance with the Contract Specifications for the 3 Year and 10 Year New Zealand 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 New Zealand Government Stock Futures Contract:

Contract Settlement Month

Short Dated Stock

Far Dated Stock

March 2020

6% May 2021

5.5% April 2023

 

10 Year New Zealand Government Stock Futures Contract:

Contract Settlement Month

Short Dated Stock

Far Dated Stock

March 2020

4.5% April 2027

3.5% April 2033

 

The underlying bonds included in the 3 Year New Zealand Government Stock Futures contract remain unchanged.  The underlying bonds included in the 10 Year New Zealand 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 March 2020 3 Year and 10 Year New Zealand Government Stock Futures contracts on ASX 24.

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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