Australian STIR Futures and Options

In addition to the existing STIR futures products, from the 27 February 2012 ASX will have a 3 Month Overnight Index Swap Futures contract available for trading on ASX Trade24. 

 

ASX 30 Day Interbank Cash Rate Futures and Options

ASX's 30 Day Interbank Cash Rate Futures and Options contracts are based on the Interbank Overnight Cash Rate published by the Reserve Bank of Australia and allows users to hedge against fluctuations in the overnight cash rate and better manage their daily cash exposures. The ASX 30 Day Interbank Cash Rate Futures also provides spread trading opportunities with ASX's 90 Day Bank Bill Futures and arbitrage opportunities with over-the-counter products.

ASX 90 Day Bank Accepted Bill Futures and Options

ASX's 90 Day Bank Bill Futures & Options product is Australia's benchmark indicator for short-term interest rates. Launched in 1979, the 90 Day Bank Bill was the first interest rate futures contract to be listed outside the United States. Average daily turnover is approximately 6 times the turnover of the underlying cash market.

ASX Target Rate Tracker - What is the market saying about the direction of official cash rates?