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The 3 and 10 year treasury bond futures contracts are two of the benchmark interest rate derivatives contracts placing ASX 24 interest rate derivatives amongst the major global exchanges for trading interest rate futures. Complementing the 3 and 10 year contracts is the new 5 year treasury bond future which launched in Q4 2020, and the 20 year treasury bond futures contract. All of these products are available for automated cross-product margining with ASX cleared OTC derivatives, find out more about OTC Clearing at ASX here.

Learn more about the 5 year treasury bond futures which bridges the gap between the 3 and 10 year bond futures by providing an additional point on the curve.

Some rich insights are highlighted in this video taken from the KangaNews Debt Capital Markets Summit in June 2021.

Helen Lofthouse, ASX moderated a panel discussing the reflation trade and rates outlook with Christopher Kent, Reserve Bank of Australia; Bill Evans, Westpac; Anthony Kirkham, Western Asset Management and Prashant Newnaha, TD Securities.

During a Bloomberg webinar, a panel of experts agreed it was timely to introduce a bond future at the 5 year point on the curve. 

Watch the Highlights video with insights from Helen Lofthouse, ASX; Brad Parry, AOFM; and Rakesh Jampala, ANZ.   

The full webinar is available to watch here.

 

Helen Lofthouse – Executive General Manager, Derivatives and OTC Markets, discusses the severity of market conditions at the end of March 2020 and how the futures complex assists market functionality, price discovery and liquidity during the period.

 

Product overview

Like any investment, futures and options on futures, have risks you need to understand before trading. You should obtain independent advice from a professional adviser before making a decision.

Contract specifications

ASX 3, 5, 10 and 20 year bond series

Historical bond basket stocks are available here

December 2021
ASX 3 year bond contract
0.25% November 2024
3.25% April 2025
0.25% November 2025
ASX 5 year bond contract
4.25% April 2026
0.50% September 2026
4.75% April 2027
2.75% November 2027
ASX 10 year bond contract
1.00% December 2030
1.50% June 2031
1.00% November 2031
1.25% May 2032
1.75% November 2032
ASX 20 year bond contract
3.75% April 2037
3.25% June 2039
2.75% May 2041
3.00% March 2047
March 2022
ASX 3 year bond contract
0.25% November 2024
3.25% April 2025
0.25% November 2025
ASX 5 year bond contract
0.50% September 2026
4.75% April 2027
2.75% November 2027
ASX 10 year bond contract
1.50% June 2031
1.00% November 2031
1.25% May 2032
1.75% November 2032
4.5% April 2033
ASX 20 year bond contract
3.25% June 2039
2.75% May 2041
3.00% March 2047

Market essentials

Contact us

Neil Easton

Sales Manager, Derivatives & OTC Markets

Kristye van de Geer

Senior Manager, Interest Rate Products, Derivatives & OTC Markets

George Michell

Sales Manager, Derivatives & OTC Markets

Monique Bell

Manager, Interest Rate Products, Derivatives & OTC Markets