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Notice
Following the annual review of ASX BBSW documentation, market participants are advised that non-material changes have been made to:
ASX BBSW Conventions and Methodology (including Prime Bank Conventions) (available here)
· Minor change to confirm that the new ASX 90-day bank bill serial futures (expected to be launched during November 2024) will not be used in the algorithm layer of the BBSW waterfall, rather the existing quarterly contracts will continue to be used.
ASX BBSW Complaints Policy (available here)
· Personnel update only
ASX BBSW Trade and Trade Reporting Guidelines (available here)
BBSW – Conflict Handling Policy (available here)
· No substantive updates
The updated documents will be available on the benchmarks page from the effective date of 11 November 2024. The change control section of each document has been updated to summarise the changes where applicable.
What do I need to do by when?
Policies and procedures referencing BBSW documentation should be reviewed and updated to reflect any changes. A copy of the full marked up documentation can be provided to participants upon request. Please contact benchmarks@asx.com.au to request a copy of the marked up documentation.
Need more information?
Issued by
Allan McGregor, Senior Manager - Rates