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