ASX 24 Rates futures volumes Q3 2026
ASX 24 Interest Rate Futures continued to demonstrate strong trading activity in Q3 2026, with total ASX 24 Rates Futures volumes reaching approximately 59.2 million contracts, making it the second-highest quarter across the period, behind the Q1 2026 peak. Activity accelerated in September, with 29.3 million contracts traded.
Average daily volumes increased year on year by 59.7% in 90-Day Bank Bill Futures, 40.1% in 3-Year Treasury Bond Futures and 11.7% in 10-Year Treasury Bond Futures, demonstrating strong activity across key points of the Australian rates curve.
