Notice

ASX OTC Clearing – NZBD Calendar added to NZD IRS Swap Clearing eligibility.

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Notice reference number: 0317.26.03
Date published: 23/03/26
Effective as of: 23/03/26
Last updated: 23/03/26

NZBD calendar added to NZD IRS clearing eligibility criteria

To support the activity of its customers, ASX Clear (Futures) has amended its OTC trade eligibility criteria to support additional NZBD Calendar for NZD Interest Rate Swap Clearing as follows:

·         Fixing Holiday Centres - NZBD added for NZD-BBR-FRA and NZD-BKBM FRA indexes.

·         Principal Currency Holiday Centres - NZBD added for NZD currency.

·         Fixing Holiday Centres – NZBD added for NZD-NZIONA-OIS-COMPOUND and NZD-NZIONA-OIS Compound and removed NZAU and NZWE.

·         ASX Supported Holiday Centres – NZBD added and removed AUME,USNY and GBLO.

A copy of the amendments to Schedule 1 of the OTC Handbook is available here. 

What do I need to do by when?

No action is required.

Need more information?

Issued by

Bernie Joyce, Product Owner, Derivatives Clearing Services

Contact information

Bernie Joyce

Bernie.joyce@asx.com.au

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