Notice

Annual review of BBSW documentation

What's this about:
  • Benchmark Rates
  • Interest Rate Futures
  • OTC Cleared
  • Trading
  • Compliance
  • Market Data
  • Product
  • BBSW
  • BBSY
  • Benchmark
  • Administrator
  • BBSW Conventions
  • Prime Bank Conventions
  • BBSW Trading Guidelines
Notice reference number: 0030.20.01
Date published: 08/01/20
Effective as of: 10/01/20
Last updated: 08/01/20

Following the annual review of ASX BBSW documentation, market participants are advised that non material changes have been made to the BBSW Conventions and Methodology (BBSW Conventions) and the BBSW Trade and Trade Reporting Guidelines (BBSW Trading Guidelines). As part of these changes the Prime Bank Conventions have been incorporated into the BBSW Conventions as a new appendix (appendix D). The content of the Prime Bank Conventions remain unchanged.

The changes are designed to consolidate and update the documentation and meet ASX’s obligations as a licenced benchmark administrator.

The updated documents are available on the benchmarks page and will be effective from the 10th February 2020. A summary of the changes can be found in the change control section of the BBSW Conventions and BBSW Trading Guidelines.

What do I need to do by when?

Policies and procedures referencing BBSW documentation should be reviewed and updated to reflect any changes ahead of the 10th February 2020. A copy of the full marked up documentation can be provided to participants upon request. Please contact benchmarks@asx.com.au to request a copy of the marked up documentation.

Need more information?

Issued by

Monique Bell, Benchmark Manager

Contact information

+61 (02)  9227 0208
benchmarks@asx.com.au

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