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ASX futures volumes and market dynamics

A quarterly report providing a breakdown of activity across the Asian and European/US trading sessions for benchmark ASX Equity and Interest Rate Futures products.

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ASX rates highlights

A quarterly report providing the latest insights on market trends and announcements across ASX Interest Rate Futures, OTC Clearing, Benchmarks and Austraclear products.

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ASX 5 Year Bond Future volumes and market dynamics

A quarterly report providing a breakdown of activity and key metrics in the 5 Year Bond Future across the Asian and European/US trading sessions.


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ASX rates highlights: archived  editions


Research reports

2015: Improving Sharpe by hedging Australian 10y bond futures with Treasuries

Traders are constantly seeking opportunities in securities that are differentiated from the highly correlated markets of the US and Europe. Australian bond futures offer this potential, by providing exposure to the economies of the Pacific timezone. This paper provides a pedagogical introduction to the techniques traders can use to access Australian bond futures returns while minimising risk seepage from other markets, to show how timing can be optimised for a high quality of entry and levels, and to give some concrete examples of relevant trade ideas.

Further information

To find out more about ASX’s interest rate derivatives and OTC markets solutions, please contact:

Fiona Tramontana

General Manager, Sales and Rates products

+61 (2) 9227 0428

Maurice Farhart

Snr Manager, International Business Dev.

+61 (0) 410 453 494
+61 (2) 9227 0268

Kristye van de Geer

Senior Manager, Interest Rate Products

+61 (0) 437 767 008
+61 (2) 9227 0130

James Keeley

Business Development Manager Asia

+61 (0) 415 141 942
+852 5597 4722

Monique Bell

Manager, ASX benchmarks & interest rate products

+61 (2) 9227 0208

Brent Glendinning

Business Development Mgr, Nth America

+1 312 451 2269
+1 312 803 5840