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Trading strategies

ASX's suite of interest rate futures and options contracts on short, medium and long term interest rates provides users with trading and risk management opportunities at mulitple maturity points on the yield curve.   These contracts also offer traders the opportunity to undertake yield curve strategy trades.

 

ASX Interest Rate Futures Research Papers  The Aus US Bond Spread (PDF 484KB) - Trading the ASX 10 Year Treasury Bond Futures against the US 10 Year Treasure Note Futures The CAB Spread (PDF 325KB) - Trading the 30 Day Interbank Cash Rate Futures contract against the 90 Day Bank Bill Futures The BAT Spread (PDF 320KB) - Trading the 90 Day Bank Bill Futures contract against the 3 Year Treasury Bond Futures

Calculators and tools Hedge Ratio Calculator for the CAB and BAT Spreads (XLS 118KB) ASX Futures and Options Calculator (XLS 900KB) Useful links Product factsheets Interest Rate Futures and Options Pricing Guide (PDF 119KB) Data Vendor Codes Current Initial Margin Rates and Margin Offsets Expiry Calendar (PDF 21KB)

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The ASX Group's activities span primary and secondary market services, including capital formation and hedging, trading and price discovery (Australian Securities Exchange); central counterparty risk transfer (ASX Clearing Corporation); and securities settlement for both the equities and fixed income markets (ASX Settlement Corporation).