Rule detail : 230054

ASX Bank Bill Swap Rate Documents

ASX published revised ASX bank bill swap rate (BBSW) conventions and methodology, Complaints policy, Trade and trade reporting guidelines, and Conflict handling policy.
Changes were made following the annual review of ASX BBSW documentation.
Overview of Revisions
ASX said non-material changes have been made to the above-mentioned documents.
Change to BBSW conventions confirm that existing quarterly contracts, not new ASX 90-day bank bill serial futures slated for Nov. 2024 will be used in the algorithm layer.
Effectiveness
The revised policies and guidelines will be effective from Nov. 11, 2024.

Regulators	ASX
Entity Types	B/D; Bank; Exch
Reference	RF, Nt 1188.24.10, 10/16/2024
Functions	Complaints; Compliance; Financial; Trade Reporting; Trading
Countries	Australia
Category
State
Products	Banking; Derivatives; Securities
Regions	AP
Rule Type	Final
Rule Date	10/16/2024
Effective Date	11/11/2024
Rule Id	230054
Linked to	N/A
Reg. Last Update	10/16/2024
Report Section	International