Asx bond futures roll
ASX will continue this practice for the September 2017 expiry. This will be the last expiry where the tick increment for the 3 Year Treasury Bond Futures contract will be changed for the roll period. Participants are reminded that EFP and block transactions can be registered via ASX TradeAccept at the minimum tradable increment. Index Construction. S&P Global Bond Futures Index Series. The S&P Global Bond Futures Indices are constructed from the front month futures contract traded on global futures exchanges. The table below lists the contracts, corresponding exchanges, index base dates and index first value dates.