Notice

Treasury Bond Series for the March 2021 contract month

What's this about:
  • ASX 24 Market
  • Interest Rate Futures
  • Trading
  • Clearing
  • Product
  • Operations
  • Market Data
  • Rules
  • 3 YEAR BOND FUTURE
  • 10 YEAR BOND FUTURE
  • 20 YEAR BOND FUTURE
  • BOND BASKETS
  • March 2021 EXPIRY
  • Show more
Notice reference number: 1091.20.09
Date published: 09/09/20
Effective as of: 09/09/20
Last updated: 09/09/20

Participants are advised that the basket stocks to underlie the March 2021 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below. The series will be listed on Tuesday 15 September 2020, with futures and options to be listed at the start of the evening ASX 24 trading session at 5.10pm.

March 2021 3 YEAR BOND CONTRACT

5.50%

April 2023

2.75%

April 2024

0.25%

November 2024

3.25%

April 2025

 

March 2021 10 YEAR BOND CONTRACT

2.50%

May 2030

1.00%

December 2030

1.50%

June 2031

1.00%

November 2031

1.25%

May 2032

 

March 2021 20 YEAR BOND CONTRACT

3.75%

April 2037

3.25%

June 2039

2.75%

May 2041

3.00%

March 2047

What do I need to do by when?

Participants should note and communicate to clients the bond basket constituents underlying the March 2021 3, 10 and 20 Year Treasury Bond Futures contracts on ASX 24.

Need more information?

Issued by

Monique Bell
Manager Interest Rate Products.

Contact information

Monique Bell
+61 (02)  9227 0208
monique.bell@asx.com.au

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