Notice

June 2024 AUD Commonwealth Treasury Bond Futures Cash Settlement Quotes

What's this about:
  • Trading
  • Clearing
  • Product
  • Operations
  • ASX 24 Market
  • Interest Rate Futures
Notice reference number: 0688.24.06
Date published: 17/06/24
Effective as of: 17/06/24
Last updated: 17/06/24

Attached are the expiry settlement prices, including the underlying quotes received to determine the expiry prices, for the June 2024 3 Year (YTM4), 5 Year (VTM4), 10 Year (XTM4) and 20 Year (LTM4) 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.

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For information only.

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Issued by

Greg Fitzpatrick  | Senior Manager, Clearing Operations

Contact information

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