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 | 4.75% | April | 2027 |
| 4.50% | April | 2020 | |||
The 20 year bond futures contract also expires on 15 March 2016 and rolls to the June 2016 contract. The underlying basket of bonds has added the 3.25% June 2039 bond.
| 20 year bond contract | ||
|---|---|---|
| 4.50% | April | 2033 |
| 2.75% | June | 2035 |
| 3.75% | April | 2037 |
| 3.25% | June | 2039 |