Minimum thresholds
Listed below are the minimum volume thresholds for all products applicable for use via the Block Trade Facility. ASX will monitor minimum thresholds continually and review as a matter of course on a calendar quarter basis.
Applicable contracts
| Contract | Minimum Threshold (applies to each leg of the trade) |
Change of Spot Month (Days Prior to Expiry)* |
BTF Minimum Trading Increment |
SYCOM Minimum Trading Increment |
|
|---|---|---|---|---|---|
| ASX 30 Day Interbank Cash Rate Futures (All months except the spot month) (Night session only) |
|||||
| Second expiry month | 1,500 lots | 5 | 0.005 per cent | 0.005 per cent | |
| All other Contract months | 500 lots | 5 | 0.005 per cent | 0.005 per cent | |
| ASX 90 Day Bank Bill Futures (Night session only) |
|||||
| Spot month only | 1,500 lots | 5 | 0.01 per cent | 0.01 per cent | |
| All other Contract months | 750 lots | 5 | 0.01 per cent | 0.01 per cent | |
| ASX 3 Year Treasury Bond Futures (Spot month only) (Night session only) |
2,000 lots | 5 | 0.01 per cent (0.005 per cent during week prior to expiry)^
|
0.01 per cent (0.005 per cent during week prior to expiry)^
|
|
| ASX 10 Year Treasury Bond Futures (Spot month only) (Night session only) |
750 lots | 5 | 0.005 per cent | 0.005 per cent | |
| ASX 3 Year Interest Rate Swap Futures (Spot month only) (Night session only) |
500 lots | 5 | 0.005 per cent | 0.005 per cent | |
| ASX 10 Year Interest Rate Swap Futures (Spot month only) (Night session only) |
250 lots | 5 | 0.005 per cent | 0.005 per cent | |
| ASX SPI 200 Index Futures (Nearest Quarterly Month) |
200 lots | 5 | 0.1 index points | 1 index point | |
| ASX New Zealand 30 Day Official Cash Rate Futures (All Contract months) |
50 lots | N/A | 0.005 per cent | 0.005 per cent | |
| ASX 3 Year New Zealand Government Stock Futures (All Contract months) |
100 lots | N/A | 0.005 per cent | 0.01 per cent | |
| ASX 10 Year New Zealand Government Stock Futures (All Contract months) |
50 lots | N/A | 0.005 per cent | 0.01 per cent | |
| d-cyphaTrade ASX Australian Electricity Futures (All Contract months) |
25 lots | N/A | $0.01 | $0.05 | |
| d-cyphaTrade ASX Australian Electricity Options (All Contract months) |
25 lots | N/A | $0.01 | $0.05 | |
| d-cyphaTrade ASX Australian Electricity Cap Futures (All Contract months) |
25 lots | N/A | $0.01 | $0.05 | |
| d-cyphaTrade ASX Australian Electricity Strip Options (All Contract months) |
25 lots | N/A | $0.01 | $0.05 | |
| ASX New Zealand Electricity Futures (All Contract months) |
5 lots | N/A | $0.01 | $0.05 | |
| ASX New Zealand Electricity Strip Options (All Contract months) |
5 lots | N/A | $0.01 | $0.05 | |
| ASX Victorian Wholesale Gas Futures (All Contract months) |
5 lots | N/A | $0.01 | $0.01 | |
| Renewable Energy Certificate Futures (All Contract months) |
5 lots | N/A | $0.01 | $0.01 | |
| ASX Grain Futures (All Commodities) |
500 lots | N/A | $0.10 per tonne | $0.10 per tonne | |
| ASX Grain Options (All Commodities) |
200 lots | N/A | $0.10 per tonne | $0.10 per tonne |

