Perth, Feb 4: ASX has announced a collaboration with Bloomberg Indices to launch new exchange-listed futures designed to track two key Australian fixed income benchmarks: the Bloomberg AusBond Composite Bond Index (BACM0) and the Bloomberg AusBond Credit Index (BACR0)—subject to regulatory clearance and industry readiness.
The proposed ASX-Bloomberg AusBond Index Futures are intended to provide transparent, capital-effective tools for managing exposure to Australian sovereign and credit fixed income markets. Market participants will be able to manage interest rate and credit risk, replicate index performance, and implement new hedging and liquidity management strategies.
The contracts are expected to be listed on ASX 24, feature quarterly expiries, and be cash-settled—aligned with the design of ASX Treasury Bond Futures.
ASX said interest rate futures trading on ASX 24 reached record highs during calendar year 2025, with volumes up 17% on the prior record year of 2024. The exchange said the growth reflects deep liquidity that supported market participants through a period of heightened volatility.
ASX 24 remains the leading trading venue for Australia and New Zealand interest rate, equity and commodity futures and options, supported by extended trading hours, a broad trading community, and the stability of Australia’s AAA-rated market.
Allan McGregor, ASX Head of Rates and Benchmarks, said: “ASX runs the world’s fourth-largest interest rate derivatives market and leads the Asia-Pacific region, providing global access to deep futures liquidity across major trading hours. The ASX-Bloomberg AusBond Index Futures expands and diversifies ASX’s fixed income tools, offering an efficient and capital-effective way for participants to manage interest rate and credit risk.”
Fateen Sharaby, Head of Index Derivatives at Bloomberg Index Services Limited, said: “Bloomberg Indices is proud to support ASX’s launch of futures linked to our Bloomberg AusBond Indices, which serve as leading benchmarks for Australia’s fixed income markets. Pairing our transparent methodologies and robust governance with ASX’s leading derivatives platform will provide market participants with exchange-traded tools for managing credit exposure and represents a natural evolution of index-based solutions.”
The launch forms part of ASX’s broader expansion in fixed income index futures, complementing its existing suite of products that enable clients to trade and manage risk across asset classes, including futures, options, cash, and over-the-counter markets.
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