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Notice
ASX lists 3, 5, 10 and 20 Year Treasury Bond futures on the ASX 24 trading platform. The Treasury Bond futures contracts are cash settled on a quarterly basis. In order to be able to cash settle the bonds, a settlement price is required at the point of expiry of the contract. The settlement price is calculated by referencing the futures contract to a basket of physical Australian treasury bonds. ASX determines and announces the bonds which will make up the baskets prior to a new quarterly contract being listed on ASX 24 for trading.
Following consultation with the market, ASX has made some changes to the process used to determine the selection of bonds in the baskets. The modified process is outlined in a new Charter, which can be found here and will be published on ASX.com.au. ASX will begin using the new process for the upcoming September 2025 basket construction process in March 2025.
What do I need to do by when?
Please review the Charter for your awareness.
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Issued by
Jennifer Eason, Senior Product Manager, Rates Products
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Jennifer Eason