Australian bond futures trading hours

Attractive alpha generating opportunities: Spread trading ... On 10 December 2018, Eurex Exchange has extended its trading hours into the Asian morning, allowing for effective spread trading between Eurex Bund and Schatz futures, and ASX 3y and 10y bond futures. This paper shows that spread trading between Eurex and ASX fixed income futures can offer attractive alpha generating opportunities. BOND FUTURES: DESCRIPTION AND PRICING Bond futures are exchange-traded instruments, with an underlying that is a basket of deliverable bonds. For most bond futures, the short party has the option to deliver any of the instruments in the basket. The exception are the Australian and New Zealand futures, where the settlement is in cash using an averaging mechanism on the basket. A guide to bond futures - JBWere

Inside Futures: Relevant trading-focused information ...

Dec 6, 2018 This notice contains information on the Trading and Clearing hours for ASX24 over the Year Treasury Bond Futures will not be available for trading on Monday 24 December Australian Energy Futures (Electricity + Gas). Aug 2, 2016 As might be expected, there are futures contracts that cover the Australian S&P/ ASX 200 Index. In this case, an ASX SPI 200 futures contract gives  Nov 25, 2019 dates and index first value dates. Index. Underlying Futures. Contract calendar, please refer to the ICE web site at https://www.theice.com/holiday-hours. (6) For the Australian Bond Futures, the roll date is two business  Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for  

All Markets Trading Hours are displayed as U.S. Central Time (Chicago). Australian Dollar, 6A, CME/Globex, 5:00 PM, 5:00 PM, 4:00 PM 10-Year Aus Treasury Bond, XT, Sydney Futures Exchange (SFE), 5:30 PM, 5:30 PM, 4:00 PM.

Trading at the Australian Securities Exchange (ASX) at ...