A bond future is an agreement to sell or purchase a bond on a given future date at a predetermined price. In Australia, bond futures are traded in the Sydney Futures exchange (SFE), which is part of the Australian Securities Exchange (ASX). ASX will be listing a new AUD 20 Year Government Bond Futures contract with an increased face value of $65,000 under the contract code, LT. This contract replaces the existing 20 Year Bond Futures XX contract. No new XX contracts will be listed beyond the current December 2018 expiry (XXZ8).

The upcoming June expiry for the ASX 24 Bond Futures (Bond Roll) will be the first since the go-live of the New Trading Platform (NTP). ASX would like to raise awareness around two important changes due to the introduction of NTP. Order purge on expiry. ASX introduced the narrower price increment during the quarterly roll period from March 2006, before full implementation in December 2006. The move to half-tick trading followed extensive market consultation on optimising the efficiency of the bond futures contract for risk management. In 2009, Trading ASX Bond Futures and Options Trading in ASX’s 3 and 10 Year Treasury Bond Futures and Options is conducted ‘On market’ via ASX 24’s electronic platform ASX 24 NTP and ‘Off market’ through ‘Exchange for Physicals’ transactions and the Block Trade Facility (night sessions only). The ASX Group's activities span primary and secondary market services, including capital formation and hedging, trading and price discovery (Australian Securities Exchange) central counter party risk transfer (ASX Clearing Corporation); and securities settlement for both the equities and fixed income markets (ASX Settlement Corporation). ASX’s 3 and 10 year treasury bond futures and options are the benchmark derivative products for investors trading and hedging medium to long term Australian Dollar interest rates. The 3 and 10 year treasury bond contracts are cost effective tools for enhancing portfolio performance, managing risk and outright trading.

We provide a comprehensive explanation of the method used to price, and evaluate efficiency of the 3 and 10 Year. Australian Treasury Bond Futures contracts, 

ASX will continue this practice for the September 2017 expiry. This will be the last expiry where the tick increment for the 3 Year Treasury Bond Futures contract will be changed for the roll period. Participants are reminded that EFP and block transactions can be registered via ASX TradeAccept at the minimum tradable increment. Index Construction. S&P Global Bond Futures Index Series. The S&P Global Bond Futures Indices are constructed from the front month futures contract traded on global futures exchanges. The table below lists the contracts, corresponding exchanges, index base dates and index first value dates. S&P/ASX 200 Futures Overview. This page contains data on the S&P/ASX200 Index Futures CFDs. The S&P/ASX 200 measures the performance of the 200 largest index-eligible stocks listed on the ASX by float-adjusted market capitalization. More information can be found in other sections, such as historical data, charts and technical analysis. Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for commonwealth government securities (cgs). Treasury bond futures contracts provide a wide variety of market participants

ASX will continue this practice for the September 2017 expiry. This will be the last expiry where the tick increment for the 3 Year Treasury Bond Futures contract will be changed for the roll period. Participants are reminded that EFP and block transactions can be registered via ASX TradeAccept at the minimum tradable increment.

15 Aug 2019 Market snapshot at 7:50am (AEST):. ASX SPI futures -0.4pc at 6,351, ASX 200 ( Thursday's close) -2.9pc at 6,408; AUD: 67.74 US cents,  17 Jan 2020 Bond futures oblige the contract holder to purchase a bond on a specified date at a predetermined price. We provide a comprehensive explanation of the method used to price, and evaluate efficiency of the 3 and 10 Year. Australian Treasury Bond Futures contracts,  The purpose of the ASX Treasury Bond Futures Roll (“the Roll”) is to facilitate the timely and efficient movement of existing futures exposure from the front contract to the next futures contract, allowing position holders to maintain ASX has published a consultation paper on potential changes to the contract specifications and order management functionality for the 3 and 10 Year Bond Futures Roll. The purpose of the consultation is to identify opportunities to improve the efficient functioning of the Bond Roll for a broad range of market users. For both the 3 and 10 Year Treasury Bond Futures contracts, both the roll and outright markets trade at the minimum tick increment. To support a Centre Point Block order type, the minimum price increment would need to be narrower than that traded in the central limit order book. The consultation paper and discussions on potential changes to the bond roll structure seek to address both the ASX’s and participants’ mutual objectives of ensuring liquidity and efficiency in the roll process. The aim of this paper is to examine potential changes to the market structure of the 3 and 10 Year Treasury Bond Futures roll.

Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for commonwealth government securities (cgs). Treasury bond futures contracts provide a wide variety of market participants

ASX will reduce the 3 Year Bond Futures roll from 0.5 basis points to 0.2 basis points for the five days prior to the expiry of the lead futures contract. For the 10 Year Bond Futures roll, ASX will reduce the minimum tick increment from 0.5 basis points to 0.1 basis points for the five days prior to the expiry of the lead futures contract.

The consultation paper and discussions on potential changes to the bond roll structure seek to address both the ASX’s and participants’ mutual objectives of ensuring liquidity and efficiency in the roll process. The aim of this paper is to examine potential changes to the market structure of the 3 and 10 Year Treasury Bond Futures roll.

22 Dec 2017 The ASIC Market Integrity Rules (ASX 24 Market) 2010 prohibit a market Ten year Commonwealth Treasury Bond futures contracts are traded on the At that time of the trades during the 'roll' in March 2015, Epoch did not 

3 Oct 2019 ASX's Bond Futures market is supported by the Australian Government Bond market. As at 12 July 2019, Australian. Treasury Bonds on issue  Bonds Futures and Options. Interest Rate Markets Fact Sheet | Australia. ASX's 3 and 10 Year Treasury Bond Futures and Options are the benchmark derivative  Australian Treasury bond futures are interest rate The Australian Treasury bond futures market consists market, the futures roll is considered to be cheap. 7 Oct 2019 A new consultation paper outlines four options for changes to the roll structure and order management functionality for the 3 and 10 Year  25 Aug 2017 This will be the last expiry where the tick increment for the 3 Year Treasury Bond Futures contract will be changed for the roll period.