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Interest rate derivatives

Futures and options contracts to gain and manage exposure to Australian and New Zealand interest rates

Interest rate derivatives on the ASX

ASX Rates Ecosystem

Watch and learn how these services culminate in a highly regulated, diverse network that provides efficient access to deep liquidity required to manage risk.  ASX continues to optimise and extend this network of services to meet evolving customer needs in a changing marketplace and economic environment.

 

How to trade

On ASX 24

Open 24/6, ASX 24 is home to some of Australia’s most established and liquid derivative products, including equity, interest rate, grain and energy derivatives.

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Off-market with EFP

Swap your futures and options exposure for a physical position, simply and securely, with exchange for physicals (EFP).

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Off-market with block trade

Designed for investment professionals, block trade enables you to transact significant orders off-market, which may reduce delays and price impact.

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Pricing and valuation guide

A detailed guide to determining contract values, variation margins and tick values.

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Futures and options calculators

Calculators you can use to calculate pricing and tick values for a range of Australian and New Zealand interest rate derivatives.

New Zealand products calculator

ASX 24 futures and options calculator
Hedge ratio calculator

A downloadable calculator you can use to calculate the Bills Against Treasuries (BAT) and Cash Against Bills (CAB) spreads.

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Market data and research