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Fixed income index futures

Manage bond and credit index exposure with transparent, exchange-listed futures.

ASX-Bloomberg AusBond Index Futures

ASX, in collaboration with Bloomberg Indices, plans to introduce new futures contracts that provide market participants with exchange-listed products to track the Bloomberg AusBond Composite Bond Index (BACM0) and Bloomberg AusBond Credit Index (BACR0), subject to regulatory clearance and industry readiness. 

These indices are widely recognised as representative benchmarks of Australian fixed income markets and are designed to deliver efficient, transparent, and capital-effective solutions for managing exposure to Australian sovereign and credit fixed income markets.

 

Bloomberg Indices

The new ASX-Bloomberg AusBond Index Futures is an addition to the global suite of fixed income benchmarks and custom indexing capabilities. The Bloomberg family of fixed income indices traces its history to the first bond ETF, which was benchmarked to what is now known as the Bloomberg US Aggregate Index (formerly the Lehman Brothers Aggregate Index). Since then, they've grown to be the most widely used fixed income indices provider globally.

Bloomberg Indices logo in black

Pre-launch insights on ASX-Bloomberg AusBond Index Futures

0:00 Introduction
01:15 Types of institutions to help manage fixed income exposures
01:48 Overview of ASX-Bloomberg AusBond bond and credit index futures and why now
03:37 Use-cases and how index-based futures accompanies existing tools
07:06 Contract design and how participants can access the market
08:15 OTC vs Listed Futures - benefits including capital efficiency, transparency, operational simplicity and risk management.
10:41 Product launch target Q3 2026, contract specifications and market readiness

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