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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.
ASX is proposing to make some changes to the process used to determine the selection of bonds in the baskets. The modified process is outlined in a new Charter. ASX requests that participants review the process outlined in the Charter and provide any feedback to rates@asx.com.au.
What do I need to do by when?
Please review the Charter. If you have any feedback please provide this to rates@asx.com.au by 24 January 2025.
Need more information?
Issued by
Jennifer Eason, Product Manager, Rates Products
Contact information
Jennifer Eason