Notice

Underlying Bonds for New Zealand December 2018 3 and 10 Year Government Stock Futures

What's this about:
  • ASX 24 Market
  • Trading
  • Product
  • Operations
  • Rules
  • Interest Rate Futures
  • NZ Government Bond Futures
  • NZ basket stocks
  • December 2018 expiry
Notice reference number: 0597.18.06
Date published: 05/06/18
Effective as of: 13/06/18
Last updated: 05/06/18

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.  

 

 

What do I need to do by when?

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.

Issued by

Kristye van de Geer, Manager Interest Rate Markets

Contact information

Kristye van de Geer
+61 (02)  9227 0000
kriste.vandegeer@asx.com.au

Disclaimer