APPENDIX 1
EFFECTIVE 16 JUNE 2017
Inter-Spread Commodity Concessions (ICC)
Commodity A
Current
New
Direction
20 Year Treasury Bond Futures (XX)
Commodity B
10 Year Government Bond (XT)
80%
75%
Down
20 Year Treasury Bond Futures (XX)
3 Year Government Bond (YT)
60%
70%
Up
10 Year Government Bond (XT)
90 Day Bank Bill (IR)
40%
45%
Up
90 Day Bank Bill (IR)
30 Day Interbank Cash Rate (IB)
30%
20%
Down
Inter-Month Spread Charge (IMS)
30 Day Interbank Cash Rate (IB)
Contract Expiries
1
2
3
4
5 to 7
8 to 10
11 to 50
1
2
$90
3
$120
$60
4
$130
$110
$100
5 to 7
$170
$140
$130
$120
$120
8 to 10
$170
$170
$170
$170
$170
$170
11 to 50
$170
$170
$170
$170
$170
$170
$170
90 Day Bank Bill (IR)
Contract Expiries
1
2
3
4
5
6
7 to 8
9 to 50
1
2
$100
3
$120
$100
4
$160
$110
$100
5
$200
$150
$110
$80
6
$230
$190
$140
$100
$70
7 to 8
$300
$220
$180
$130
$100
$90
$70
9 to 50
$300
$300
$300
$300
$300
$300
$300
2
3
$300
90 Day Bank Bill (BB)
Contract Expiries
1
4
5
6 to 50
$250
$250
1
2
$120
3
$160
$120
4
$200
$140
$100
5
$200
$200
$200
$200
6 to 50
$250
$250
$250
$250
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