Participant
Technical Services
Credential Services
Listed Company
Professional Adviser
Information Provider
Information Services
AMO
Notice
Following a review of trading activity and open interest in the ASX 24 interest rate futures contracts, the 3, 5 and 10 Year (YS, VS & XS) Deliverable Interest Rate Swap Futures (DSFs) will be delisted in late March 2020.
In order to prevent any positions being opened ahead of the delisting process, ASX has removed the ability for Participants to enter orders in the DSF contracts effective 5.14pm 27th December 2019.
In the event that a market participant attempts to trade a DSF contract, the below reject message will be received:
Rejected by Remote Server – Status Code 55012
Min price on segment breached
Or
Rejected by Remote Server – Status Code 55012
Max price on segment breached
What do I need to do by when?
No action is required from Participants. ASX will provide further information on the delist date and actions required by participants in Q1 2020.
Need more information?
Issued by
Kristye van de Geer
Senior Manager Interest Rate Products
Contact information
Kristye van de Geer