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Notice
ASX has published a survey regarding proposed changes to the Bond Futures contracts during the roll period.
In response to feedback from our customers and intermediaries, ASX is proposing to support different tick increments on the outright markets and the calendar spreads (roll) for the 3, 5, 10 and 20 Year Treasury Bond Futures.
The key changes are:
1. Delink the Bond Futures contracts outright market from the calendar spread market during the week of the roll; and
2. Keep the tick increments in the outright contracts during the roll period at the non-roll (wider) increments, while supporting the narrower tick increments during the roll period in the calendar spreads (roll) market only.
We would like to hear your view on this.
The consultation takes the form of a short survey, which takes a maximum of 10 minutes to complete. The aggregate results and analysis of this survey will be included in an ASX publication. Individual contributors will not be identified.
The consultation is available here. The consultation period closes on 16 August 2024.
ASX welcomes feedback from all market users.
What do I need to do by when?
Complete the survey by 16 August 2024
Need more information?
Issued by
Kristye van de Geer
Senior Product Manager – ASX 24