Notice

March 2024 AUD Commonwealth Treasury Bond Futures Cash Settlement Quotes

What's this about:
  • Trading
  • Clearing
  • Product
  • Operations
  • ASX 24 Market
  • March
  • 2024
  • Bond
  • Expiry
  • Prices
  • YTH4
  • VTH4
  • XTH4
  • LTH4
  • Show more
Notice reference number: 0262.24.03
Date published: 15/03/24
Effective as of: 15/03/24
Last updated: 15/03/24

Attached are the expiry settlement prices, including the underlying quotes received to determine the expiry prices, for the March 2024 3 Year (YTH4), 5 Year (VTH4), 10 Year (XTH4) and 20 Year (LTH4) 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
1300 240 033 (+61 2 8298 8479) | F: +61 2 9256 0456
clearing@asx.com.au

Disclaimer