Notice

S&P/ASX 200 Gross Total Return (AT) Index Futures

What's this about:
  • ASX Market
  • ASX 24 Market
  • Trading
  • Clearing
  • Product
  • Operations
  • Technology
  • Market Data
  • Rules
  • Compliance
  • Risk
  • Equity Derivatives
  • Futures
  • Equity Futures
  • Gross Total Return
  • AT Futures
  • XJT
Notice reference number: 0543.19.05
Date published: 31/05/19
Effective as of: 03/06/19
Last updated: 31/05/19

As previously announced on 5 April 2019 (via notice 0314.19.04) and 17 April 2019 (via notice 0365.19.04) ASX will launch a new equity futures contract over the S&P/ASX 200 Gross Total Return index [ASX Code: AT].

The S&P/ASX 200 Gross Total Return index futures will commence trading on 3 June 2019 with a pre-open at 9:40am and open at 9:50am.  Initially, the first available quarter will be the September 2019 contract [ASX Code: ATU9].  This will be extended to six contract quarter months from 5:00pm 20 June 2019 (trade date 21 June 2019).

Participants are advised that changes have been made to the ASX 24 Operating Rules to accommodate the new S&P/ASX 200 Gross Total Return futures contract. The rule changes can be found as an attachment to this notice.

Details on the Contract Specifications can be found here.

 

 

What do I need to do by when?

Participants and vendors should make the appropriate plans to be ready for the new S&P/ASX 200 Gross Total Return index futures by Monday 3 June 2019.

Need more information?

Issued by

Gregory Pill – Manager, Equity Derivatives

Contact information

Gregory Pill
+61 (02)  9227 0696
greg.pill@asx.com.au

Disclaimer