In accordance with the Contract Specifications for the 3 Year and 10 Year Government Stock Futures Contract, the approved maturities for the purposes of determining the Mandatory Settlement Prices for the contract settlement months are as listed below:
3 Year Government Stock Futures Contract:
Contract Settlement Month |
Short Dated Stock |
Far Dated Stock |
December 2018 |
6% May 2021 |
5.5% April 2023 |
10 Year Government Stock Futures Contract:
Contract Settlement Month |
Short Dated Stock |
Far Dated Stock |
December 2018 |
4.5% April 2027 |
3.5% April 2033 |
The underlying bonds included in the 3 Year Government Stock Futures contract remain unchanged. The underlying bonds included in the 10 Year Government Stock Futures remain unchanged.
Participants should keep note and communicate to clients the underlying bond basket constituents underlying the December 2018 3 and 10 Year NZ Government Stock Futures contracts on ASX 24.
Kristye van de Geer, Manager Interest Rate Markets
Kristye van de Geer
+61 (02) 9227 0000
kriste.vandegeer@asx.com.au