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
- Improving Sharpe by hedging Australian 10 year bond futures with Treasuries
- The Aus US bond spread - trading the ASX 10 year treasury bond futures against the US 10 year treasure note futures.
- The CAB spread - trading the 30 day interbank cash rate futures contract against the 90 day bank bill futures
- The BAT spread - Trading the 90 day bank bill futures contract against the 3 year treasury bond futures.