ASIC ASX BBSW Trade Guide


On Oct. 10, ASIC issued statement on ASX BBSW Trade guidelines.


  • Welcomed the publication of new ASX BBSW Trade and Trade Reporting guidelines.
  • The bank bill swap rate is major interest rate benchmark for the Australian dollar.
  • Major concern over recent years has been the low trading volumes during setting.
  • BBSW methodology has been strengthened to allow calculation from wider market.
  • Guidelines set out how these trades are to be reported to ASX to support calculation.
  • ASIC expects all bank bill market participants to now comply with the BBSW guide.

Regulators ASIC
Entity Types Bank
Reference 17-339MR, Gd, PR, 10/10/2017
Functions Financial; Treasury
Countries Australia
Products Loan
Regions AP
Rule Type Guidance
Rule Date 10/10/2017
Effective Date 10/10/2017
Rule Id 35430
Linked to N/A
Report Issue 10/15/2017
Report Section International

Last substantive update on 10/10/2017