Participants are advised that the basket stocks to underlie the December 2017 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below. The series will be listed on Thursday 15 June 2017, with futures and options to be listed at the start of the evening ASX Trade24 session at 5.10pm.
December 2017 |
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3 YEAR BOND CONTRACT |
10 YEAR BOND CONTRACT |
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4.50% |
April |
2020 |
4.75% |
April |
2027 |
1.75% |
November |
2020 |
2.75% |
November |
2027 |
5.75% |
May |
2021 |
2.25% |
May |
2028 |
2.00% |
December |
2021 |
2.75% |
November |
2028 |
December 2017 |
||
20 YEAR BOND CONTRACT |
||
2.75% |
June |
2035 |
3.75% |
April |
2037 |
3.25% |
June |
2039 |
Participants should note and communicate to clients the underlying bond basket constituents underlying the December 2017 3, 10 and 20 Year Treasury Bond Futures contracts on ASX 24. Need more information?
Kristye van de Geer, Manager Interest Rate Markets
Kristye van de Geer
+61 (02) 9227 0130
kriste.vandegeer@asx.com.au