About ASX Interest Rate Futures and Options

ASX Interest Rate derivatives are futures and options contracts listed on Australian and New Zealand interest rate securities and reference rates.  ASX Interest Rate Futures and Options are leveraged instruments which allow investors and traders to gain and manage their exposure to short and long term Australian and New Zealand interest rates.

Benefits of trading ASX Interest Rate Futures and Options

Trading ASX Interest Rate Futures and Options offers investors the following benefits such as:

  • Price transparency and liquidity
  • Immediate execution and confirmation
  • Reduction of counterparty risk
  • Centralised clearing supported by a clearing guarantee.

Types of ASX Interest Rate Futures and Options

Trading

The ASX Interest Rate Futures and Options market can only be traded via an ASX24 Participant (PDF 76KB).

 

Product Global
Regulatory Approval		 24 hr Electronic
Global Trading		 Exchange for
Physical		 Block Trade
Facility
30 Day Interbank Cash Rate Futures Yes Yes Yes
30 Day Interbank Cash Rate Options Yes Yes Yes
New Zealand 30 Day Official Cash Rate Futures Yes Yes Yes Yes
90 Day Australian Bank Accepted Bill Futures Yes Yes Yes Yes*
90 Day Australian Bank Accepted Bill Options Yes Yes Yes
90 Day New Zealand Bank Bill Futures Yes Yes Yes
90 Day New Zealand Bank Bill Options Yes Yes Yes
3 Year Australian Treasury Bond Futures  Yes Yes Yes Yes*
3 Year Australian Treasury Bond Options Yes Yes Yes
3 Year Australian Treasury Bond One Session Options   Yes Yes Yes
3 Year Interest Rate Swap Futures Yes Yes Yes  
3 Year New Zealand Government Stock Futures Yes Yes Yes Yes
3 Year New Zealand Government Stock Options Yes Yes Yes
10 Year Australian Treasury Bond Futures  Yes Yes Yes Yes*
10 Year Australian Treasury Bond Options Yes Yes Yes
10 Year Australian Treasury Bond One Session Options   Yes Yes Yes
10 Year Interest Rate Swap Futures Yes Yes  Yes   
10 Year New Zealand Government Stock Futures     Yes Yes Yes Yes
10 Year New Zealand Government Stock Options Yes Yes Yes

* Block Trade Facility only available during the night trading session.

Risks

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