Notice

June 2023 AUD Commonwealth Treasury Bond Futures Cash Settlement Quotes

What's this about:
  • Clearing
  • Trading
  • Product
  • Operations
  • Interest Rate Futures
  • ASX 24 Market
  • June
  • 2023
  • Bond
  • Expiry
  • Prices
  • YTM3
  • VTM3
  • XTM3
  • LTM3
  • Show more
Notice reference number: 0576.23.06
Date published: 15/06/23
Effective as of: 15/06/23
Last updated: 15/06/23

Attached are the expiry settlement prices, including the underlying quotes received to determine the expiry prices, for the June 2023 3 Year (YTM3), 5 Year (VTM3), 10 Year (XTM3) and 20 Year (LTM3) Treasury Bond Futures contracts.

As per notice 1596.21.11 published on 10/11/2021, details on the calculation methodology is available in the ASX Treasury Bond Futures Expiry Settlement Price Methodology document.

What do I need to do by when?

For information only.

Need more information?

Issued by

Greg Fitzpatrick | Senior Manager, Clearing Operations

Contact information

Clearing Operations
t: 1800 240 033 (+61 2 8298 8479) | f: +61 2 9256 0456
clearing@asx.com.au 

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