March/June bond contract roll

15 March 2016

 

The Sydney Futures Exchange, March 2016, 3 and 10 year bond futures contract expires on Monday 15 March 2016 with the ‘quarterly roll’ to the June 2016 contract completing on that day. The basket of physical bonds that underlie the two contracts value are unchanged as follows: 3 year bond contract 10 year bond contract 3.25% October 2018 3.25% April 2025 5.25% March 2019 4.25% April 2026 2.75% October 2019...

read full story