The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Contract Specifications
1
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Contract Specifications.....................................................................................................................1
SFE SPI 200®1 Index Futures...........................................................................................................................3
Options on SFE SPI 200®1 Index Futures .......................................................................................................4
30 Day Interbank Cash Rate Futures .............................................................................................................5
Options on 30 Day Interbank Cash Rate Futures..........................................................................................6
90 Day Bank Accepted Bills Futures ...............................................................................................................7
Options on 90 Day Bank Accepted Bills Futures ...........................................................................................8
Serial Options on 90 Day Bank Accepted Bills Futures ................................................................................9
3 Year Commonwealth Treasury Bond Futures..........................................................................................10
Options on 3 Year Commonwealth Treasury Bond Futures ......................................................................11
Intra-Day Options on 3 Year Commonwealth Treasury Bond Futures ....................................................12
Overnight Options on 3 Year Commonwealth Treasury Bond Futures....................................................13
Serial Options on 3 Year Commonwealth Treasury Bond Futures ...........................................................14
10 Year Commonwealth Treasury Bond Futures ........................................................................................15
Options on 10 Year Commonwealth Treasury Bond Futures ....................................................................16
Intra-Day Options on 10 Year Commonwealth Treasury Bond Futures ..................................................17
Overnight Options on 10 Year Commonwealth Treasury Bond Futures..................................................18
Serial Options on 10 Year Commonwealth Treasury Bond Futures .........................................................19
3 Year Interest Rate Swap Futures ...............................................................................................................20
10 Year Interest Rate Swap Futures .............................................................................................................21
Australia / US 10 Year Bond Spread Futures Contract ..............................................................................22
d-cypha SFE Base Load, Peak Period and Strip Electricity .......................................................................23
Fine Wool Futures (19 Micron) .....................................................................................................................24
Greasy Wool Futures (21 Micron).................................................................................................................25
Options on Greasy Wool Futures (21 Micron).............................................................................................26
Broad Wool Futures (23 Micron) ..................................................................................................................27
MLA/SFE Cattle Futures ...............................................................................................................................28
NZ 30 Day Official Cash Rate Futures .........................................................................................................29
SFE NZ 90 Day Bank Bill Futures ................................................................................................................30
SFE NZ Options on 90 Day Bank Bill Futures.............................................................................................31
SFE NZ 3 Year Government Stock Futures.................................................................................................32
SFE NZ Options on 3 Year Government Stock Futures .............................................................................34
SFE NZ 10 Year Government Stock Futures...............................................................................................35
SFE NZ Options on 10 Year Government Stock Futures ...........................................................................37
2
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
SFE SPI 200®1 Index Futures
Contract Unit: Valued at A$25 per index point (e.g. A$150,000 at 6,000 index points).
Contract Months: March/June/September/December up to six quarter months ahead.
Commodity Code: AP
Listing Date: 02/05/2000
Minimum Price Movement: One index point (A$25)
Last Trading Day: All trading in expiring contracts ceases at 12.00pm on the Third Thursday of the
settlement month. Non-expiring contracts will continue to trade as per the
stated trading hours.3
Cash Settlement Price: The Special Opening Quotation of the underlying S&P/ASX 2002 Index on the
Last Trading Day. The Special Opening Quotation is calculated using the first
traded price of each component stock in the S&P/ASX 2002 Index on the Last
Trading Day, irrespective of when those stocks first trade in the ASX trading
day. This means that the first traded price of each component stock may occur
at any time between ASX market open and ASX market close (including the
Closing Single Price Auction) on the Last Trading Day.
Should any component stock not have traded by ASX market close on the Last
Trading Day, the last traded price of that stock will be used to calculate the
Special Opening Quotation.
Trading Hours: 5.10pm – 7.00am and 9.50am – 4.30pm3 (during US daylight saving time)4
5.10pm – 8.00am and 9.50am – 4.30pm3 (during US non daylight saving time)4
Settlement Day: The first business day after expiry, SFE Clearing publishes the final settlement
price of the contract. On the second business day after expiry, SFE Clearing
settles cash flows as a result of the settlement price.
Position Limit: None
Daily Price Limit: None
CFTC Approved: Yes
Last Modified: 8/01/08
1 ®
SFE SPI 200 is a trademark of the Sydney Futures Exchange.
2
"S&P/ASX 200" is a trademark of Standard & Poor’s. The trademark is used under licence by the Sydney Futures
Exchange.
3
Unless otherwise indicated, all times are Sydney times.
4
US daylight saving begins second Sunday in March and ends first Sunday in November.
3
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Options on SFE SPI 200®1 Index Futures
Contract Unit: Valued at A$25 per index point (e.g. A$150,000 at 6,000 index points).
Contract Months: SFE SPI 200®1 index options expire in the same calendar month as the
underlying SFE SPI 200®1 index futures contract. Put and Call options available
on existing SFE SPI 200®1 index futures contracts.
SFE SPI 200®1 Index Options available four quarter months ahead.
Commodity Code: AP
Listing Date: 02/05/2000
Minimum Price Movement: 0.5 index points (A$12.50)
Exercise Prices: Set at intervals of 25 index points. New option exercise prices created
automatically as the underlying futures contract price fluctuates.
Last Trading Day: The last day of trading of the underlying futures contract.
All trading in expiring contracts ceases at 12.00pm on the Last Trading Day.
Non-expiring contracts will continue to trade as per the stated trading hours.2
Cash Settlement Price: The Cash Settlement Price of the underlying futures contract.
Trading Hours: 5.10pm – 7.00am and 9.50am – 4.30pm2 (during US daylight saving time)3
5.10pm – 8.00am and 9.50am – 4.30pm2 (during US non daylight saving time)3
Settlement Day: Options may be exercised on any business day up to and including the Last
Trading Day. Only ‘in-the-money’ options are automatically exercised at expiry,
unless abandoned. Upon exercise, the holder will receive an underlying SFE
SPI 200®1 index futures contract position at the option strike price.
Position Limit: None
Daily Price Limit: None
CFTC Approved: Yes
Last Modified: 08/01/08
1 ®
SFE SPI 200 is a trademark of the Sydney Futures Exchange
2
Unless otherwise indicated, all times are Sydney times.
3
US daylight saving begins second Sunday in March and ends first Sunday in November.
4
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
30 Day Interbank Cash Rate Futures
Contract Unit: Average monthly Interbank Overnight Cash Rate payable on a notional sum of
AUD 3,000,000
Contract Months: Monthly up to 18 months ahead
Commodity Code: IB
Listing Date: 11/08/2003
Minimum Price Movement: Quoted in yield percent per annum in multiples of 0.005%, for quotation
purposes yield is deducted from 100. A one basis point move of 0.01% is equal
to $24.66
Last Trading Day: Trading shall cease at 4.30pm on the last business day of the expiry month
Settlement Day: The second business day after the Last Trading Day
Trading Hours: 5.14pm – 7.30am and 8.34am – 4.30pm1 (US non daylight saving time2)
5.14pm – 7.00am and 8.34am – 4.30pm1 (US daylight saving time2)
Settlement Price: The Cash Settlement Price is equal to 100 minus the cash settlement rate,
where the cash settlement rate is the monthly average of the Interbank
Overnight Cash Rate for that contract month calculated by taking the sum of the
daily Interbank Overnight Cash Rate, as published by the Reserve Bank of
Australia, divided by the number of days for that month. On weekends and
public holidays, when no Interbank Overnight Cash Rate is published the Cash
Rate published on the previous business day will be used for settlement price
calculation. The cash settlement price is rounded to the nearest multiple of
0.001. The Cash Settlement price shall be announced to the market by
12.00pm on the first business day following the Last Trading Day. All bought
and sold contracts in existence as at the close of trading in the contract month
shall be settled by SFE Clearing at the cash settlement price1.
Last Modified: 14/11/05
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
5
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Options on 30 Day Interbank Cash Rate Futures
Contract Unit: One AUD 3,000,000 face value 30 Day Interbank Cash Rate Futures contract
for a specified contract month
Option Type American
Contract Months: Put and Call options available on futures contracts up to 4 months ahead.
Commodity Code: IB
Listing Date: 14/10/2008
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent. A one basis
point move of 0.01 per cent is equal to AUD24.66.
Exercise Prices: Set at intervals of 0.125 per cent per annum yield. New option exercise prices
created automatically as the underlying futures contract price moves.
Contract Expiry: At 12.30pm on the Business Day prior to the Last Trading Day in the
underlying futures contract.1
Trading Hours: 5.14pm – 7.00am and 8.34am – 4.30pm1 (during US daylight saving time)2
5.14pm – 7.30am and 8.34am – 4:30pm1 (during US non daylight saving time)2
Settlement Method: Options may be exercised on any business day up to and including the day of
expiry. In-the-money options are automatically exercised at expiry unless
abandoned. Settlement price is determined as the mid point of the bid and
offer prices in the underlying futures at 12.30pm, rounded up to the nearest
0.005 per cent.
Last Modified: 1/10/08
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
6
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
90 Day Bank Accepted Bills Futures
Contract Unit: A$1,000,000 face value 90-Day Bank Accepted Bills of exchange or EBAs.1
Contract Months: March/June/September/December up to twenty quarter months or five years
ahead.
Commodity Code: IR
Listing Date: 17/10/1979
Minimum Price Movement: One hundred minus annual percentage yield quoted to two decimal places.
(The minimum fluctuation of 0.01% equals approximately $24 per contract,
varying with the level of interest rates).
Last Trading Day: 12.00 noon on the business day immediately prior to settlement day.2
Settlement Day: The second Friday of the delivery month.
Trading Hours: 5.08pm – 7.00am and 8.28am – 4.30pm2 (during US daylight saving time)3
5.08pm – 7.30am and 8.28am – 4.30pm2 (during US non daylight saving time)3
Settlement Method: One bank accepted bill or EBA or bank negotiable certificate of deposit or ECD
issued by an approved bank of face value A$1,000,000 maturing 85-95 days
from settlement day, and classified as ‘early’ month papers. ‘Early’ month paper
matures on business days between the 1st and 15th of the month.
Last Modified: 20/08/07
1
EBAs and ECDs are electronically recorded debt obligations as defined within the definition of “Dematerialised
Security” in the Operating Rules of Austraclear Limited.
Buyers and Sellers should note the following in relation to the two types of bills:
(i) an EBA is not the legal equivalent of a bill of exchange under the Bills of Exchange Act and accordingly delivery
of an EBA may not be the same as delivery of a bank accepted bill of exchange under the Bills of Exchange Act.
(ii) the Bills of Exchange Act is a Commonwealth Act which grants and guarantees rights of title, enforcement and
negotiability to instruments which qualify as bills of exchange under the Act.
(iii) an EBA is not a bill of exchange unless and until it is withdrawn from the Austraclear Limited system in
accordance with the Operating Rules of Austraclear Limited AND the withdrawn EBA satisfies the requirements of
a bill of exchange under the Bills of Exchange Act.
2
Unless otherwise indicated, all times are Sydney times.
3
US daylight saving begins second Sunday in March and ends first Sunday in November.
7
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Options on 90 Day Bank Accepted Bills Futures
Contract Unit: One A$1,000,000 face value 90-Day Bank Accepted Bills futures contract for a
specified contract month on the Sydney Futures Exchange.
Contract Months: Put and Call options available on futures contracts up to six quarter months
ahead.
Commodity Code: IR
Listing Date: 10/05/1985
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.125 per cent per annum yield. New option exercise prices
created automatically as the underlying futures contract price moves.
Contract Expiry: At 12.30pm on the Friday one week prior to the settlement day for the
underlying futures contract.1
Trading Hours: 5.08pm – 7.00am and 8.28am – 4.30pm1 (during US daylight saving time)2
5.08pm – 7.30am and 8.28am – 4:30pm1 (during US non daylight saving time)2
Settlement Method: Options may be exercised on any business day up to and including the day of
expiry. In-the-money options are automatically exercised at expiry unless
abandoned.
Last Modified: 18/09/06
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
8
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Serial Options on 90 Day Bank Accepted Bills Futures
Contract Unit: One A$1,000,000 face value 90-Day Bank Accepted Bills futures contract for a
specified contract month on the Sydney Futures Exchange.
Contract Months: Serial Options are listed in non-financial quarter months with two serial option
months listed at all times. Put and call options are available based on a futures
contract which expires in the financial quarter month immediately following the
respective serial month.
Commodity Code: IR
Listing Date: 4/08/2003
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.125 per cent per annum yield. New option exercise prices
created automatically as the underlying futures contract price moves.
Contract Expiry: At 12.30pm on the first Friday of the Serial Option month.
Trading Hours: 5.08pm – 7.00am and 8.28am – 4.30pm1 (US daylight saving time)2
5.08pm – 7.30am and 8.28am – 4.30pm1 (US non daylight saving time)2
Settlement Method: Options may be exercised on any business day up to and including the day of
expiry. In-the-money options are automatically exercised at expiry unless
abandoned. Upon exercise, the holder will receive a futures position at the
option strike price. Buyers may exercise or abandon positions held by lodging
a notice of manual exercise or abandonment with SFE Clearing prior to contract
expiry. Settlement price is taken from the underlying futures market at
12.30pm. Obtained by taking the midpoint between the futures bid and ask
quotations rounded up.
Last Modified: 18/09/06
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
9
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
3 Year Commonwealth Treasury Bond Futures
Contract Unit: Commonwealth Government Treasury Bonds with a face value of A$100,000,
a coupon rate of 6% per annum and a term to maturity of three years, no tax
rebate allowed.
Contract Months: March/June/September/December up to two quarter months ahead.
Commodity Code: YT
Listing Date: 16/03/2001
Minimum Price Movement: Multiples of 0.005 per cent during the period 5.10pm on8th of the expiry month,
or the next business day if the 8th is not a business day, to 4.30pm on the day
of expiry. At all other times the minimum price increment will be 0.01 per cent.
For quotation purposes the yield is deducted from an index of 100. The
minimum fluctuation of 0.01 per cent equals approximately $28 per contract,
varying with the level of interest rates.
Last Trading Day: The fifteenth day of the contract month (or the next succeeding business day
where the fifteenth day is not a business day). Trading ceases at 12.00 noon.1
Settlement Day: The business day following the last permitted day of trading.
Trading Hours: 5.10pm – 7.00am and 8.30am – 4.30pm1 (during US daylight saving time)2
5.10pm – 7.30am and 8.30am – 4.30pm1 (during US non daylight saving time)2
Settlement Method: The arithmetic mean, taken at 9.45 am, 10.30 am and 11.15 am on the last day
of trading by 10 dealers, randomly selected for each time, at which they would
buy and sell a series of bonds previously declared by SFE for that contract
month, excluding the two highest and two lowest buying quotations and the two
highest and two lowest selling quotations for each bond. All bought and sold
contracts in existence as at the close of trading in the contract month shall be
settled by the Clearing House at the cash settlement price.1
Last Modified: 11/05/09
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
10
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Options on 3 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 3 Year Treasury Bond Futures
contract for a specified contract month on the Sydney Futures Exchange.
Contract Months: Put and call options available on futures contracts up to two quarter months
ahead.
Commodity Code: YT
Listing Date: 16/03/2001
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.10 per cent per annum yield. New option exercise prices
created automatically as the underlying futures contract price moves.
Contract Expiry:3 At 12.30pm on the business day prior to the last day of trading in the
underlying futures contract.1
Trading Hours: 5.10pm – 7.00am and 8.30am – 4.30pm1 (during US daylight saving time)2
5.10pm – 7.30am and 8.30am – 4.30pm1 (during US non daylight saving time)2
Settlement Method: Options may be exercised on any business day up to and including the day of
expiry. In-the-money options are automatically exercised at expiry unless
abandoned. Upon exercise, the holder will receive a futures position at the
option strike price. Buyers may exercise or abandon positions held by lodging
a notice of manual exercise or abandonment with SFE Clearing prior to
contract expiry. Settlement price is taken from the underlying futures market at
12.30pm. Obtained by taking the midpoint between the futures bid and ask
quotations rounded up.
Last Modified: 15/06/06
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
3
For the September 2006 contract months the contract expiry is at 12pm on the last day of trading in the underlying
futures contract.
11
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Intra-Day Options on 3 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 3 Year Treasury Bond Futures
contract for a specified contract month on the Sydney Futures Exchange
Limited.
Contract Months: Put and call options available on futures contracts for the nearest quarter
month ahead.
Commodity Code: YD
Minimum Price Move: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.01 per cent per annum yield. Nine option exercise prices
are available for trading with additional strike prices listed at the discretion of
the Trading Manager or the Chief Executive of SFE.
Contract Expiry: At 4.10pm in the SYCOM® session in which the contract was listed for
trading.1
Last Day of Trading: The business day prior to the last day of trading in the underlying futures
contract. On the last day of trading of the underlying futures contract put and call
options will be listed on the next quarter month.
Trading Hours: 8.30am – 4.10pm1
Settlement Method: All options, which are in-the-money, are automatically exercised. Exercise of
an option results in the holder receiving a futures position at the options strike
price. The settlement price is the weighted average of trade prices executed in
the underlying futures contract between 4.15pm and 4.25pm excluding any
Exchange for Physical, Custom Market, and intra- and inter-commodity spread
trades. 1
Where the underlying futures contract minimum price increment is set to 0.005
per cent, the weighted average of trade prices shall be calculated to 4 decimal
places and rounded to the nearest multiple of 0.005; if the 3rd and 4th decimal
places are 2 and 5 or 7 and 5 respectively, the weighted average shall be
rounded to the next highest multiple of 0.005.
Where the underlying futures contract minimum price increment is set to 0.01
per cent, the weighted average of trade prices shall be calculated to 3 decimal
places and rounded 2 decimal places; if the third decimal place is 5 the
weighted average shall be rounded to the next highest second decimal place.
Last Modified: 11/05/09
1
Unless otherwise indicated, all times are Sydney times.
12
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Overnight Options on 3 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 3-Year Treasury Bond futures contract
for a specified contract month on the Sydney Futures Exchange.
Contract Months: Put and call options available on futures contracts for the nearest quarter
month ahead.
Commodity Code: YO
Listing Date: 18/06/2001
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent
Exercise Prices: Set at intervals of 0.01 per cent per annum yield. Nine option exercise prices
are available for trading with additional strike prices listed at the discretion of
the Trading Manager or the Chief Executive of SFE.
Contract Expiry: At the cessation of each SYCOM® session.
Last Trading Day: The business day prior to the last day of trading in the underlying futures
contract. On the last day of trading of the underlying futures contract put and call
options will be listed on the next quarter month.
Trading Hours: 5.10pm – 7.00am1 (during US daylight saving time)2
5.10pm – 7.30am1 (during US non daylight saving time)2
Settlement Method: All options, which are in-the-money, are automatically exercised on the
business day immediately following the SYCOM® session. Exercise of an
option results in the holder receiving a futures position at the options strike
price. The settlement price is the weighted average of trade prices executed in
the underlying contract between 8.30am and 8.40am on the business day
immediately following the SYCOM® session excluding any Exchange for
Physical, Custom Market, intra- and inter- commodity spread trades and any
trades that occur during the Levelling Phase.1
Where the underlying futures contract minimum price increment is set to 0.005
per cent, the weighted average of trade prices shall be calculated to 4 decimal
places and rounded to the nearest multiple of 0.005; if the 3rd and 4th decimal
places are 2 and 5 or 7 and 5 respectively, the weighted average shall be
rounded to the next highest multiple of 0.005.
Where the underlying futures contract minimum price increment is set to 0.01
per cent, the weighted average of trade prices shall be calculated to 3 decimal
places and rounded 2 decimal places; if the third decimal place is 5 the
weighted average shall be rounded to the next highest second decimal place.
Last Modified: 11/05/09
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
13
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Serial Options on 3 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 3 Year Treasury Bond Futures
contract for a specified contract month on the Sydney Futures Exchange.
Contract Months: Serial Options are listed in non-financial quarter months with two serial option
months listed at all times. Put and call options are available based on a
futures contract which expires in the financial quarter month immediately
following the respective serial month.
Commodity Code: YT
Listing Date: 18/04/2001
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.10 per cent per annum yield. New option exercise prices
created automatically as the underlying futures contract price moves.
Contract Expiry: At 12.30pm on the fifteenth day of the Serial Option month or should the
fifteenth not be a business day, the next succeeding business day.1
Trading Hours: 5.10pm – 7.00am and 8.30am – 4.30pm1 (during US daylight saving time)2
5.10pm – 7.30am and 8.30am – 4.30pm1 (during US non daylight saving time)2
Settlement Method: Options may be exercised on any business day up to and including the day of
expiry. In-the-money options are automatically exercised at expiry unless
abandoned. Upon exercise, the holder will receive a futures position at the
option strike price. Buyers may exercise or abandon positions held by lodging
a notice of manual exercise or abandonment with SFE Clearing prior to
contract expiry. Settlement price is taken from the underlying futures market at
12.30pm. Obtained by taking the midpoint between the futures bid and ask
quotations rounded up.
Last Modified: 18/5/04
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
14
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
10 Year Commonwealth Treasury Bond Futures
Contract Unit: Commonwealth Government Treasury Bonds with a face value of A$100,000,
a coupon rate of 6% per annum and a term to maturity of ten years, no tax
rebate allowed
Contract Months: March/June/September/December up to two quarter months ahead.
Commodity Code: XT
Listing Date: 16/03/2001
Minimum Price Movement: Prices are quoted in yield per cent per annum in multiples of 0.005 per cent.
For quotation purposes the yield is deducted from an index of 100. The
minimum fluctuation of 0.005 per cent equals approximately $40 per contract,
varying with the level of interest rates.
Last Trading Day: The fifteenth day of the contract month (or the next succeeding business day
where the fifteenth day is not a business day). Trading ceases at 12.00 noon.1
Settlement Day: The business day following the last permitted day of trading.
Trading Hours: 5.12pm – 7.00am and 8.32am – 4.30pm1 (during US daylight saving time)2
5.12pm – 7.30am and 8.32am – 4.30pm1 (during US non daylight saving time)2
Settlement Method: The arithmetic mean, taken at 9.45 am, 10.30 am and 11.15 am on the last day
of trading by 10 dealers, randomly selected for each time, at which they would
buy and sell a series of bonds previously declared by SFE for that contract
month, excluding the two highest and two lowest buying quotations and the two
highest and two lowest selling quotations for each bond. All bought and sold
contracts in existence as at the close of trading in the contract month shall be
settled by the Clearing House at the cash settlement price.1
Last Modified: 14/11/05
1
Unless otherwise indicated, all times are Sydney times.
2 US daylight saving begins second Sunday in March and ends first Sunday in November.
15
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Options on 10 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 10 Year Treasury Bond Futures
contract for a specified contract month on the Sydney Futures Exchange.
Contract Months: Put and call options available on futures contracts up to two quarter months
ahead.
Commodity Code: XT
Listing Date: 16/03/2001
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.10 per cent per annum yield. New option exercise prices
created automatically as the underlying futures contract price moves.
Contract Expiry: 3 At 12.30pm on the business day prior to the last day of trading in the
underlying futures contract.1
Trading Hours: 5.12pm – 7.00am and 8.32am – 4.30pm1 (during US daylight saving time)2
5.12pm – 7.30am and 8.32am – 4.30pm1 (during US non daylight saving time)2
Settlement method: Options may be exercised on any business day up to and including the day of
expiry. In-the-money options are automatically exercised at expiry unless
abandoned. Upon exercise, the holder will receive a futures position at the
option strike price. Buyers may exercise or abandon positions held by lodging
a notice of manual exercise or abandonment with SFE Clearing prior to
contract expiry. Settlement price is taken from the underlying futures market at
12.30pm. Obtained by taking the midpoint between the futures bid and ask
quotations rounded up.
Last Modified: 15/06/06
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
3
For the September 2006 contract months the contract expiry is at 12pm on the last day of trading in the underlying
futures contract.
16
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Intra-Day Options on 10 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 10 Year Treasury Bond Futures
contract for a specified contract month on the Sydney Futures Exchange
Limited.
Contract Months: Put and call options available on futures contracts for the nearest quarter month
ahead.
Commodity Code: XD
Minimum Price Move: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.01 per cent per annum yield. Nine option exercise prices
are available for trading with additional strike prices listed at the discretion of
the Trading Manager or the Chief Executive of SFE.
Contract Expiry: At 4.10pm in the SYCOM® session in which the contract was listed for
trading.1
Last Day of Trading: The business day prior to the last day of trading in the underlying futures
contract On the last day of trading of the underlying futures contract put and call
options will be listed on the next quarter month.
Trading Hours: 8.32am – 4.10pm1
Settlement Method: All options, which are in-the-money, are automatically exercised. Exercise of
an option results in the holder receiving a futures position at the options strike
price. The settlement price is the weighted average of trade prices executed in
the underlying futures contract between 4.15pm and 4.25pm excluding any
Exchange for Physical, Custom Market, and intra- and inter-commodity spread
trades. Calculation of the settlement price is to four decimal places and
rounded to the nearest multiple of 0.005 per cent. When rounding, if the third
and fourth decimal places are two and five or seven and five respectively, the
weighted average of trade prices is rounded up to the next highest multiple of
0.005 per cent.1
Last Modified: 14/11/05
1
Unless otherwise indicated, all times are Sydney times.
17
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Overnight Options on 10 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 10-Year Treasury Bond futures
contract for a specified contract month on the Sydney Futures Exchange.
Contract Months: Put and call options available on futures contracts for the nearest quarter
month ahead.
Commodity Code: XO
Listing Date: 18/06/2001
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent
Exercise Prices: Set at intervals of 0.01 per cent per annum yield. Nine option exercise prices
are available for trading with additional strike prices listed at the discretion of
the Trading Manager or the Chief Executive of SFE.
Contract Expiry: At the cessation of each SYCOM® session.
Last Trading Day: The business day prior to the last day of trading in the underlying futures
contract. On the last day of trading of the underlying futures contract put and call
options will be listed on the next quarter month.
Trading Hours: 5.12pm – 7.00am1 (during US daylight saving time)2
5.12pm – 7.30am1 (during US non daylight saving time)2
Settlement Method: All options, which are in-the-money, are automatically exercised on the
business day immediately following the SYCOM® session. Exercise of an
option results in the holder receiving a futures position at the options strike
price. The settlement price is the weighted average of trade prices executed in
the underlying contract between 8.32am and 8.42am on the business day
immediately following the SYCOM® session excluding any Exchange for
Physical, Custom Market, intra- and inter-commodity spread trades and any
trades that occur during the Levelling Phase. Calculation of the settlement
price is to 4 decimal places. When rounding, if the third and fourth decimal
places are two and five or seven and five respectively, the arithmetic mean is
rounded to the next highest multiple of 0.005 per cent.1
Last Modified: 15/06/06
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
18
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Serial Options on 10 Year Commonwealth Treasury Bond Futures
Contract Unit: One A$100,000 face value, 6% coupon, 10 Year Treasury Bond Futures
contract for a specified contract month on the Sydney Futures Exchange.
Contract Months: Serial Options are listed in non-financial quarter months with two serial option
months listed at all times. Put and call options are available based on a
futures contract which expires in the financial quarter month immediately
following the respective serial month.
Commodity Code: XT
Listing Date: 18/04/2001
Minimum Price Movement: Quoted in yield per cent per annum in multiples of 0.005 per cent.
Exercise Prices: Set at intervals of 0.10 per cent per annum yield. New option exercise prices
created automatically as the underlying futures contract price moves.
Contract Expiry: At 12.30pm on the fifteenth day of the Serial Option month or should the
fifteenth not be a business day, the next succeeding business day.1
Trading Hours: 5.12pm – 7.00am and 8.32am – 4.30pm1 (during US daylight saving time)2
5.12pm – 7.30am and 8.32am – 4.30pm1 (during US non daylight saving time)2
Settlement Method: Options may be exercised on any business day up to and including the day of
expiry. In-the-money options are automatically exercised at expiry unless
abandoned. Upon exercise, the holder will receive a futures position at the
option strike price. Buyers may exercise or abandon positions held by lodging
a notice of manual exercise or abandonment with SFE Clearing prior to
contract expiry. Settlement price is taken from the underlying futures market at
12.30pm. Obtained by taking the midpoint between the futures bid and ask
quotations rounded up.
Last Modified: 14/11/05
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
19
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
3 Year Interest Rate Swap Futures
Contract Unit: AUD100,000 swap based on a 6.5% coupon and a term to maturity of three
years.
Contract Months: March/ June/September/December up to two quarter months ahead
Commodity Code: YS
Minimum Price Move: Prices are quoted in yield per cent per annum in multiples of 0.005%. For
quotation purposes the yield is deducted from an index of 100. The minimum
fluctuation of 0.005% equals approximately $14 per contract, varying with the
level of interest rates.
Last Day of Trading: The Business Day preceding the second Friday of an expiry month.
Trading ceases at 12:00 noon1.
Trading Hours: 5.14pm - 7.00am and 8.34am - 4.30pm1 (during US daylight saving time)2
5.14pm - 7.30am and 8.34am - 4.30pm1 (during US non daylight saving time)2
Settlement Day: The business day following the last permitted day of trading.
Settlement Method: The Settlement Price shall be 100 minus the 3 year AFMA 10.00am swaps
reference rate, as determined by AFMA Services Pty Limited. The reference
rate will be rounded to the nearest 0.005%.
All bought and sold contracts in existence as at the close of trading in the
contract month shall be settled by the SFE Clearing Corporation at the cash
settlement price.1
Last Modified: 18/06/08
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
20
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
10 Year Interest Rate Swap Futures
Contract Unit: AUD100,000 swap based on a 6.5% coupon and a term to maturity of ten
years.
Contract Months: March/ June/September/December up to two quarter months ahead
Commodity Code: XS
Minimum Price Move: Prices are quoted in yield per cent per annum in multiples of 0.005%. For
quotation purposes the yield is deducted from an index of 100. The minimum
fluctuation of 0.005% equals approximately $36 per contract, varying with the
level of interest rates.
Last Day of Trading: The Business Day preceding the second Friday of an expiry month.
Trading ceases at 12:00 noon1.
Trading Hours: 5.14pm - 7.00am and 8.34am - 4.30pm1 (during US daylight saving time)2
5.14pm - 7.30am and 8.34am - 4.30pm1 (during US non daylight saving time)2
Settlement Day: The business day following the last permitted day of trading.
Settlement Method: The Settlement Price shall be 100 minus the 10 year AFMA 10.00am swaps
reference rate, as determined by AFMA Services Pty Limited. The reference
rate will be rounded to the nearest 0.005%.
All bought and sold contracts in existence as at the close of trading in the
contract month shall be settled by the SFE Clearing Corporation at the cash
settlement price. 1
Last Modified: 18/06/08
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
21
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Australia / US 10 Year Bond Spread Futures Contract
Contract Unit: Differential between the yield on the spot SFE 10 Year Treasury Bond Futures
contract and the yield on the pre-determined physical 10 Year US Treasury
Note. Valued at AUD50 per spread point.
Price Quotation: Prices are quoted as 1000 plus a yield differential between the Australian spot
10 Year Bond Future and a US Physical Government Bond, as determined at
the time of contract listing.
Contract Months: Monthly with two settlement months listed at a time.
Commodity Code: UA
Listing Date: 6/07/2004
Minimum Price Move: The minimum fluctuation of 0.5 points equates to AUD25.
Last Day of Trading: 4:30pm on the eleventh day of the settlement month or subsequent business
day that is not a public holiday in Sydney, New York, London and Tokyo.
Trading Hours: 5.14pm - 7.00am and 8.34am - 4.30pm1 (during US daylight saving time)2
5.14pm - 7.30am and 8.34am - 4.30pm1 (during US non daylight saving time)2
Settlement Day: The business day following the last permitted day of trading.
Settlement Method: The cash settlement price will be determined as 1000 + [100 x (a - b)].
Where:
a = 100 – the weighted average of trade prices executed in the SFE 10 Year
Treasury Bond Futures contract traded on SYCOM® between 3.30pm and
4.30pm. The weighted average will be calculated to eight decimal places, and
b = the weighted average of trade, bid and offer prices occurring in the pre-
determined US 10 Year Treasury Note between 3.30pm and 4.30pm, as
provided by eSpeed Inc. The weighted average will be calculated to eight
decimal places and converted into yield.
The cash settlement price shall be calculated to 2 decimal places and rounded
to the nearest 0.5, 0.25 and 0.75 being rounded up.
The cash settlement price will be published by 5.00pm.
Last Modified: 14/11/05
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
Settlement Method:
22
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
d-cypha SFE Base Load, Peak Period and Strip Electricity
Please refer to dcyphaTrade website for Base Load Electricity Futures, Peak Period Electricity Futures and
Strip Futures contract specifications.
Please refer to dcyphaTrade website for 1st Quarter Peak Option Contracts, Cal Year Base Strip Option
Contracts and Quarterly Base $300 Cap Products contract specifications.
23
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Fine Wool Futures (19 Micron)
Contract Unit: The equivalent of 2,500 kilograms clean weight of merino combing fleece
(approximately 20 farm bales).
Contract Months: February/April/June/August/October/December up to 18 months ahead.
Commodity Code: FW
Listing Date: 19/01/1998
Minimum Price Movement: Prices are quoted in cents per kilogram clean weight. (The minimum fluctuation
of 1 cent per kilogram is equal to A$25 per contract).
Last Trading Day: The last business day of trading will be publicised by SFE. Trading ceases at
12.00 noon.1
Settlement Day: The cash settlement day of the contract will be the first business day after the
final trading day.
Trading Hours: 5.10pm – 7.00am and 10.30am – 4.00pm1 (during US daylight saving time)2
5.10pm – 7.30am and 10.30am– 4.00pm1 (during US non daylight saving time)2
Settlement Method: The cash settlement price shall be the SFE 19 micron clean indicator price
published by the Australian Wool Exchange (AWEX). The cash settlement
value is the cash settlement price multiplied by 2,500. All bought and sold
contracts in existence as at the close of trading in the contract month, shall be
settled by the Clearing House at the cash settlement value.
Last Modified: 11/04/02
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
24
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Greasy Wool Futures (21 Micron)
Contract Unit: The greasy equivalent of 2,500 kilograms clean weight of merino combing
fleece (approximately 20 farm bales).
Contract Months: February/April/June/August/October/December up to 18 months ahead.
Commodity Code: GW
Listing Date: 13/03/1995
Minimum Price Movement: Prices are quoted in cents per kilogram clean weight.
The minimum fluctuation of 1 cent per kilogram is equal to A$25.00 per contract.
Last Trading Day: The last day of trading shall be the third Thursday of the contract month.
Trading ceases at 12.00 noon.1
Trading Hours: 5.10pm – 7.00am and 10.30am – 4.00pm1 (during US daylight saving time)2
5.10pm – 7.30am and 10.30am – 4.00pm1 (during US non daylight saving time)2
Settlement Method: Deliverable contracts.
Delivery Period: Commences on the Friday prior to the third Thursday of the delivery month,
unless that Friday is not a business day, in which case the delivery period
commences on the business day immediately preceding, and in any event ends
at the close of trade on the final day of trading.
Standard Delivery: Good topmaking merino fleece with average fibre diameter of 21.0 microns, with
measured mean staple strength of 35 n/ktx, mean staple length of 90mm, of
good colour with less than 1.0% vegetable matter.
Deliverable Tolerances: • 2,250 to 2,750 clean weight kilograms of merino fleece wool,
• of good topmaking style or better,
• good colour,
• Each wool lot shall have a mean fibre diameter greater than or equal to
19.6 microns and less than or equal to 22.5 microns.
• Deliverable wool shall have a maximum variation of 1.0 microns of
mean fibre diameter between wool lots.
• Each wool lot shall have an IWTO Schlumberger Dry Top and Noil Yield
of greater than or equal to 62.1 per cent.
• Each wool lot shall have mean staple strength greater than or equal
to 31 newtons per kilotex.
• Each wool lot which has a mean staple strength less than or equal to 35
newtons per kilotex shall have greater than or equal to 40 per cent of
the position of break ("POB") at the tip and the base combined and less
than or equal to 60 per cent POB at the middle.
• Each wool lot shall have a mean staple length greater than or equal
to 80mm and less than or equal to 100mm.
• Each wool lot shall have less than or equal to 1.0% seed and shive and
less than or equal to 2.0% of total vegetable matter.
Premium & Discounts: Fixed on the Friday prior to the last trading day for all deliverable wools above
and below the standard, quoted in cents per kilogram clean.
Last Modified: 23/05/08
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
25
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Options on Greasy Wool Futures (21 Micron)
Contract Unit: One SFE Wool futures contract for a specified contract month on Sydney
Futures Exchange.
Contract Months: Put and call options available on futures contracts for February, April, June,
August, October and December up to 10 calendar months ahead.
Commodity Code: GW
Listing Date: 19/02/1996
Minimum Price Movement: Quoted in cents per kilogram clean weight in multiples of one tenth of a cent.
Exercise Prices: Intervals of 25 cents per kilogram.
Contract Expiry: The Friday preceding commencement of the delivery period for the
corresponding futures expiry month (or the prior business day where the Friday
is not a business day).
Trading Hours: 5.10pm – 7.00am and 10.30am – 4.00pm1 (during US daylight saving time)2
5.10pm – 7.30am and 10.30am – 4.00pm1 (during US non daylight saving time)2
Settlement Method: Good topmaking merino fleece with average fibre diameter of 21.0 microns, with
measured mean staple strength of 35 n/ktx, mean staple length of 90mm, of
good colour with less than 1.0% vegetable matter. Options may be exercised on
any business day up to and including the day of expiry. In-the-money options
are automatically exercised at expiry unless abandoned.
Last Modified: 11/04/02
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
26
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
Broad Wool Futures (23 Micron)
Contract Unit: The equivalent of 2,500 kilograms clean weight of merino combing fleece
(approximately 20 farm bales).
Contract Months: February/April/June/August/October/December up to 18 months ahead.
Commodity Code: BW
Listing Date: 19/01/1998
Minimum Price Movement: Prices are quoted in cents per kilogram clean weight. (The minimum fluctuation
of 1 cent per kilogram is equal to A$25 per contract).
Last Trading Day: The last business day of trading will be publicised by SFE. Trading ceases at
12.00 noon.1
Settlement Day: The cash settlement day of the contract will be the first business day after the
final trading day.
Trading Hours: 5.10pm – 7.00am and 10.30am – 4.00pm1 (during US daylight saving time)2
5.10pm – 7.30am and 10.30am – 4.00pm1 (during US non daylight saving time)2
Settlement Method: The cash settlement price shall be the SFE 23 micron clean indicator price
published by the Australian Wool Exchange (AWEX). The cash settlement value
is the cash settlement price multiplied by 2,500. All bought and sold contracts in
existence as at the close of trading in the contract month, shall be settled by the
Clearing House at the cash settlement value.
Last Modified: 11/04/02
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
27
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
MLA/SFE Cattle Futures
Contract Unit: 5,000 kilograms dressed weight equivalent of young cattle as represented by
the Eastern Young Cattle Indicator.
Price Quotation: Prices quoted in Australian cents per kilogram of dressed weight.
Contract Months: January, March, May, July, September, November up to 18 months ahead.
Commodity Code: CT
Listing Date: Tuesday 13 August 2002
Minimum Price Movement: The minimum fluctuation of ¼ cent per kilogram is equal to A$12.50 per
contract.
Last Trading Day: The last day of trading shall be the third Tuesday of the Contract Month or the
preceding business day if this is not a business day. Trading ceases at
4:00pm.1
Trading Hours: 5.10pm – 7.00am and 10.00am – 4.00pm1 (during US daylight saving time)2
5.10pm – 7.30am and 10.00am – 4.00pm1 (during US non daylight saving time)2
Cash Settlement Price: The Cash Settlement Price will be the Eastern Young Cattle Indicator for the
third Tuesday of the Contract Month.
Cash Settlement Day: Two Business Days following the third Tuesday of the Contract Month.
Cash Settlement Process: On the first Business Day following the third Tuesday of the Contract Month
Sydney Futures Exchange Ltd shall publish by 2.00pm the Cash Settlement
Price rounded to the nearest ¼ cent per kilogram, as adjusted and provided in
writing by the National Livestock Reporting Service (NLRS). All bought and sold
contracts in existence as at the close of trading in the Contract Month shall be
settled by the SFE Clearing at the Cash Settlement Price on the second
Business Day following the third Tuesday of the Contract Month.
Cash Settlement Value: The Cash Settlement Value is the Cash Settlement Price multiplied by 5,000.
Transaction Fee: The Exchange Fee for each contract month will be $12.50 (excl. GST) per
contract side
Last Modified: 17/03/05
1
Unless otherwise indicated, all times are Sydney times.
2
US daylight saving begins second Sunday in March and ends first Sunday in November.
28
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
NZ 30 Day Official Cash Rate Futures
Contract Unit: Average monthly RBNZ Official Cash Rate payable on a notional sum of NZD
3,000,000
Contract Months: Monthly up to 12 months ahead
Commodity Code: ZO
Listing Date: 26/09/2006
Minimum Price Movement: Quoted in yield percent per annum in multiples of 0.005%, for quotation
purposes yield is deducted from 100. A one basis point move of 0.01% is equal
to NZD24.66
Last Trading Day: Trading shall cease at 4.30pm on the last business day of the expiry month
Settlement Day: The second business day after the Last Trading Day
Trading Hours: 5.40pm - 7.00am and 8.30am - 4.30pm1
Settlement Price: The Cash Settlement Price is equal to 100 minus the cash settlement rate,
where the cash settlement rate is the monthly average of the Official Cash Rate
for that contract month calculated by taking the sum of the daily Official Cash
Rate, as published by the Reserve Bank of New Zealand, divided by the
number of days for that month. On weekends and public holidays, when no
Official Cash Rate is published the Cash Rate published on the previous
business day will be used for settlement price calculation. The cash settlement
price is rounded to the nearest multiple of 0.001. The Cash Settlement price
shall be announced to the market by 12.00pm on the first Business Day after
Last Trading Day.1
Settlement Method All bought and sold contracts in existence as at the close of trading in the
contract month shall be settled by SFE Clearing at the cash settlement price.
Position Limits None
Daily Price Limit None
Last Modified: 28/08/06
29
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
SFE NZ 90 Day Bank Bill Futures
Contract Unit: NZ$1,000,000 face value 90 day bank accepted bill of exchange complying with
the Bills of Exchange Act 1908, or a transferable or negotiable security issued
by a bank with a term to maturity of 90 days
Contract Months: March/June/September/December up to 12 quarter months or 3 years ahead.
Commodity Code: BB
Listing Date: 2/12/1986
Minimum Price Movement: One hundred minus annual percentage yield quoted to two decimal places.
The minimum fluctuation of 0.01 equals approximately $24 per contract, varying
with the level of interest rates.
Final Trading Day: The first Wednesday after the ninth day of the relevant Settlement Month.
Trading will cease at 12 noon on the Final Trading Day.
Settlement Day: The business day following the Final Trading Day.
Trading Hours: 5.40pm – 7.00am and 8.30am – 4.30pm1
Settlement Method: Cash settlement with the parties making payment to or receiving from the
Clearing House (whichever is applicable) the amount of the difference between
the Contract Value and the Mandatory Settlement Value by no later than 2pm
on the Mandatory Settlement Day.
The Mandatory Settlement Price is determined as 100 minus the 3 month FRA
settlement rate as published at approximately 1045 hours on the Final Trading
Day by Reuters New Zealand Limited on page BKBM of the Reuters Monitor
Screen (or its successor page). The FRA settlement rate will be rounded to 2
decimal places. Where the third decimal place is 5 the average will be rounded
to the next highest second decimal place.
If the Mandatory Settlement Price is not able to be declared in accordance with
the above procedures, Approved Settlement List Procedures as set out in the
SFE Operating Rules will apply.
Last Modified: 23/01/06
1
Unless otherwise indicated, all times are New Zealand times.
30
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
SFE NZ Options on 90 Day Bank Bill Futures
Reference Code: BB
Ticker Code: BB
Underlying Security: a 90 Day Bank Bill Futures Contract as specified in BB
Unit Size: 1 unit of the Underlying Security
Premium Quotes: yield percent per annum multiplied by 100
Minimum Fluctuations: 0.01 percent per annum
Premium Value: ⎡ ⎡ ⎤⎤
⎢⎡ ⎤ ⎢ ⎥⎥
⎢⎢ 1,000,000 x 365⎥ − ⎢ 1,000,000 x 365 ⎥ ⎥
×P
⎢⎢ e × 90 ⎥ ⎢ ⎛ (e + 0.01) × 90 ⎞ ⎥⎥
⎢⎢ 365 + ⎥ 365 + ⎜ ⎥⎥
⎢⎣⎣ 100 ⎦ ⎢⎢ ⎝ ⎠ ⎥⎦ ⎥⎦
⎣ 100
where:
e = 100 - Exercise Price
P = premium expressed as a yield percent per annum multiplied by 100. The
calculation within the square brackets will be carried out to 2 decimal places.
All other calculations will be carried out to 8 decimal places. The premium value
will be rounded to the nearest cent. 0.5 of 1 cent will be rounded up.
Expiration Date: The first Wednesday after the ninth day of the relevant Settlement Month.
Trading will cease at the 12 noon on the Expiration Date.1
Mandatory Settlement The business day following the Expiration Date.
Day:
Exercise of Options: Notice may be given to the Clearing House on any business day on which the
Contract is traded. Notice must be received by the Clearing House prior to
5.30pm1
Assignment For options exercised prior to expiry, the seller will be notified by the Clearing
House no later than 45 minutes prior to commencement of the next business
day’s trading.
For options exercised at expiry, the seller will be notified by the Clearing House
no later than 9.00am on the business day following the Expiration Date.1
Last Modified: 26/07/02
1
Unless otherwise indicated, all times are New Zealand times.
31
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
SFE NZ 3 Year Government Stock Futures
Reference Code: TY
Ticker Code: TY
Underlying Security: New Zealand Government Stock with a coupon rate of 8 percent and a 3 year term
to maturity
Unit Size: face value of $100,000
Price Quotes: yield percent per annum quoted as 100 percent minus price
Minimum Fluctuations: 0.01 percent per annum
Contract Value and
⎡ 1 ⎤
Mandatory Settlement
⎢ 100 1− ⎥
Value Calculations: (1 + i ) 6
Value = 1,000⎢ + 4.0 ⎥
⎢ (1 + i )
6
i ⎥
⎢⎣ ⎥⎦
The calculation within the brackets will be carried out to 8 decimal places. The
values will be rounded to the nearest cent. 0.5 of 1 cent will be rounded up.
Contract Value: in the above formula:
Price
i=
200
expressed as a yield percent per annum
Mandatory Settlement in the above formula:
Value:
Mandatory Settlement Price
i=
200
expressed as a yield percent per annum
Final Trading Day: The first Wednesday after the ninth day of the relevant Settlement Month. Trading
will cease at 12 noon on the Final Trading Day
Settlement: Cash settlement with the parties making payment to or receiving from the Clearing
House (whichever is applicable) the amount of the difference between the Contract
Value and the Mandatory Settlement Value by no later than 1400 hours on the
Mandatory Settlement Day.
Mandatory Settlement the business day following the Final Trading Day
Day:
Mandatory Settlement the Mandatory Settlement Price will be determined in accordance with Approved
Price: Settlement List Procedures
Approved Settlement List
Procedures
- time of announcement: the Mandatory Settlement Price will be announced by the Company by no later than
1500 hours on the Final Trading Day
- minimum no. of parties: 6
- underlying securities for 2 New Zealand Government Stock with maturities as determined by the Company
which yields shall be prior to the listing of the cash settlement month
quoted:
- quotation time and the yields expressed to two decimal places at which the party would buy and sell
32
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
requirements: each underlying security as at 9.00 am, 9.30 am and 10.00 am (the quotation times)
on the Final Trading Day
- time for obtaining quotes will be obtained within 15 minutes of the quotation time:
quotes:
- calculation procedures: (a) for each quotation time:
The Company will randomly select 6 quotes. Quotes with a spread of greater
than 0.05 percent per annum will be discarded. Midrates will be calculated from
all remaining quotes and the highest and lowest midrates will be discarded for
each stock.
the average of the remaining midrates for each stock will be calculated
a yield will be calculated from the 2 averages so calculated by straight line
interpolation or straight line extrapolation as the case may require using the
following formula:
1
+ ( i 2 − i1 ) × 2
n
yield = i 1
n
where:
i1 = the average midrate of shorter dated stock
i2 = the average midrate of longer dated stock
n1 = the number of days between the maturity of the shorter dated stock and the
theoretical futures maturity
n2 = the number of days between the maturity of the shorter dated stock and the
maturity of the longer dated stock
the yield will be expressed to the nearest second decimal place
0.005 will be rounded up
(b) the average of the 3 yields determined in accordance with (a) above will be
calculated to the nearest second decimal place
0.005 will be rounded up
the average yield so calculated and deducted from 100 will be the mandatory
settlement price
Last Modified: 30/04/03
1
Unless otherwise indicated, all times are New Zealand times.
33
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
SFE NZ Options on 3 Year Government Stock Futures
Reference Code: TY
Ticker Code: TY
Underlying Security: a Three Year Government Stock Futures Contract as specified in TY
Unit Size: 1 unit of the Underlying Security
Premium Quotes: yield percent per annum multiplied by 100
Minimum Fluctuations: 0.01 percent per annum
Premium Value: ⎡⎡ 1 ⎤ ⎡ 1 ⎤⎤
⎢⎢ 1− ⎢ 1− ⎥⎥
⎢ 100 (1 + i ) 6 ⎥
⎢ 100 (1 + j ) 6 ⎥⎥
1,000 p × ⎢ + 4.0 ⎥− 6 + 4.0
⎢⎢ (1 + i ) 6 i ⎥ ⎢ (1 + j ) j ⎥⎥
⎢⎢⎣ ⎢
⎥⎦ ⎣ ⎥⎥
⎣ ⎦⎦
where:
p = premium in yield percent per annum x 100
⎛100 − ExercisePrice ⎞
i=⎜
⎝ 200 ⎠
⎛ 200i + 0.01⎞
j =⎜
⎝ 200 ⎠
The calculation within the brackets will be carried out to 8 decimal places. The
values will be rounded to the nearest cent. 0.5 of 1 cent will be rounded up.
Expiration Date: The first Wednesday after the ninth day of the relevant Settlement Month.
Trading will cease at 12 noon on the Expiration Date.
Mandatory Settlement Day: the business day following the Expiration Date
Exercise or Abandonment: Notice may be given to the Clearing House on any business day on which the
Contract is traded. Notice must be received by the Clearing House prior to
1730 hours.
Assignment: For options exercised prior to expiry, the seller will be notified by the Clearing
House no later than 45 minutes prior to commencement of the next business
day’s trading. For options exercised at expiry, the seller will be notified by the
Clearing House no later than 0900 hours on the business day following the
Expiration Date.
Last Modified: 07/05/02
1
Unless otherwise indicated, all times are New Zealand times.
34
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
SFE NZ 10 Year Government Stock Futures
Reference Code: TN
Ticker Code: TN
Underlying Security: New Zealand Government Stock with a coupon rate of 8 percent and a 10 year term
to maturity.
Unit Size: face value of $100,000
Price Quotes: yield percent per annum quoted as 100 percent minus price
Minimum Fluctuations: 0.01 percent per annum
Contract Value and
⎡ 1 ⎤
Mandatory Settlement
⎢ 100 1− ⎥
Value Calculations: (1 + i ) 20
Value = 1,000 ⎢ 20 + 4.0 ⎥
⎢ (1 + i ) i ⎥
⎢⎣ ⎥⎦
the calculation within the brackets will be carried out to 8 decimal places. The
values will be rounded to the nearest cent. 0.5 of 1 cent will be rounded up
Contract Value: in the above formula:
Price
i=
200
expressed as a yield percent per annum
Mandatory Settlement in the above formula
Value:
Mandatory Settlement Price
i=
200
expressed as a yield percent per annum
Final Trading Day: the first Wednesday after the ninth day of the relevant Settlement Month. Trading
will cease at 12 noon on the Final Trading Day.
Settlement: cash settlement with the parties making payment to or receiving from the Clearing
House (whichever is applicable) the amount of the difference between the Contract
Value and the Mandatory Settlement Value by no later than 1400 hours on the
Mandatory Settlement Day
Mandatory Settlement the business day following the Final Trading Day
Day:
Mandatory Settlement the Mandatory Settlement Price will be determined in accordance with Approved
Price: Settlement List Procedures
Approved Settlement List
Procedures:
- time of announcement: the Mandatory Settlement Price will be announced by the Company by no later than
1500 hours on the Final Trading Day
- minimum no. of parties: 6
- underlying securities for 2 New Zealand Government Stocks with maturities as determined by the Company
35
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
which yields shall be prior to the listing of the cash settlement month
quoted:
- quotation time and the yields expressed to two decimal places at which the party would buy and sell
requirements: each underlying security as at 9.00 am, 9.30 am and 10.00 am (the quotation times)
on the Final Trading Day
- time for obtaining quotes will be obtained within 15 minutes of the quotation time
quotes:
- calculation procedures: (a) for each quotation time:
the Company will randomly select 6 quotes
quotes with a spread of greater than 0.05 percent per annum will be discarded
midrates will be calculated from all remaining quotes and the highest and lowest
midrates will be discarded for each stock
the average of the remaining midrates for each stock will be calculated
a yield will be calculated from the 2 averages so calculated by straight line
interpolation or straight line extrapolation as the case may require using the
n1
yield = i1 + ( i 2 − i1 ) ×
following formula: n2
where:
i1 = the average midrate of shorter dated stock
i2 = the average midrate of longer dated stock
n1 = the number of days between the maturity of the shorter dated stock and the
theoretical futures maturity
n2 = the number of days between the maturity of the shorter dated stock and the
maturity of the longer dated stock
the yield will be expressed to the nearest second decimal place
0.005 will be rounded up
(b) the average of the 3 yields determined in accordance with (a) above will be
calculated to the nearest second deminal place
0.005 will be rounded up
the average yield so calculated and deducted from 100 will be the mandatory
settlement price
Last Modified: 30/04/03
1
Unless otherwise indicated, all times are New Zealand times.
36
The SFE takes no responsibility for any errors or omissions or losses consequential or otherwise arising from actions based
upon this information. The information published here does not substitute for the SFE Operating Rules and in the case of
inconsistency, the Operating Rules prevail. For further information on the SFE or its products, please contact the Business
Development Group.
SFE NZ Options on 10 Year Government Stock Futures
Reference Code: TN
Ticker Code: TN
Underlying Security: a Ten Year Government Stock Futures Contract as specified in TN
Unit Size: 1 unit of the Underlying Security
Premium Quotes: yield percent per annum multiplied by 100
Minimum Fluctuations: 0.01 percent per annum
Premium Value: ⎡⎡ 1 ⎤ ⎡ 1 ⎤⎤
⎢⎢ 1− ⎢ 1− ⎥⎥
⎢ 100 (1 + i ) 20 ⎥
⎢ 100 (1 + j ) 20 ⎥⎥
1,000 p × ⎢ + 4.0 ⎥− 20 + 4.0
⎢⎢ (1 + i ) 20 i ⎥ ⎢ (1 + j ) j ⎥⎥
⎢⎢⎣ ⎢
⎥⎦ ⎣ ⎥⎥
⎣ ⎦⎦
where:
p = premium in yield percent per annum x 100
( 100 − ExercisePrice )
i=
200
( 200i + 0.01)
j=
200
the calculation within the brackets will be carried out to 8 decimal places
the values will be rounded to the nearest cent
0.5 of 1 cent will be rounded up
Expiration Date: the first Wednesday after the ninth day of the relevant Settlement Month.
Trading will cease at 12 noon on the Expiration Date
Mandatory Settlement Day: the business day following the Expiration Date
Exercise or Abandonment: notice may be given to the Clearing House on any business day on which the
Contract is traded notice must be received by the Clearing House prior to 1730
hours
Assignment: for options exercised prior to expiry, the seller will be notified by the Clearing
House no later than 45 minutes prior to commencement of the next business
day’s trading.
for options exercised at expiry, the seller will be notified by the Clearing House
no later than 0900 hours on the business day following the Expiration Date.
Last Modified: 07/05/02
1
Unless otherwise indicated, all times are New Zealand times.
37
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