admin August 20, 2015 No Comments

“The 20 Year Treasury Bond Futures contract has received regulatory clearance and will be available for offshore customers to trade.

Key contract features:

* Notional face value of AUD $50,000

* Quarterly contracts listed up to 6 months ahead

* Cash settled using live executable prices from bond market platforms and inter dealer brokers to determine the expiry settlement prices.

* Minimum price increments of 0.0025 per cent during the period 5.10pm on the 8th of the expiry month, to 4.30pm on the day of expiry.

At all other times the minimum price increment will be 0.005 per cent.

* Expiry is at 12.00pm on the Fifteenth day of the expiry month, or next best Business day

* Spread market functionality against 10 Year Treasury Bond Futures available on ASX Trade24 (14:10 ratio)

*Margin offsets offered against existing ASX Bond Futures.”

Leave a Reply

Your email address will not be published. Required fields are marked *