The following table is a daily timetable of each of the markets we currently support and the times scheduled for contribution, calculation and delivery.
Theses times are actively monitored by AFMA and can change should special circumstances warrant a change. AFMA will notify all Information Vendors of changes to this schedule as soon as practicable.
|
Market
|
Contribution/Input Times
|
Calculation Time
|
|
Renewable Energy Certificates - EP Curve (Weekly: Thursday)
|
Tuesday - Thursday 10.30am
|
10.31am
|
|
Hedge Settlement Rate (HSRA)
|
From Reuter's Feed
|
9.57am
|
|
Bank Bill Swap Rates (BBSW)
|
10.00am - 10.05am
|
10.06am
|
|
Swaps 10AM (IRSW10AM)
|
9.40am - 10.11am
|
10.12am
|
|
Electricity Curve
|
8.30am - 5.25pm
|
5.26pm
|
|
Bank Accepted Bills EOD (BABS)
|
4.20pm - 4.40pm
|
4.41pm
|
|
Forward FX EOD (FFEXEOD)
|
4.20pm - 4.40pm
|
4.41pm
|
|
Swaps End of Day (IRSWEOD)
|
4.00pm - 4.51pm
|
4.52pm
|
|
Interest Rate Options (IROPEOD)
|
2.00pm - 5.09pm
|
5.10pm
|
|
Swaptions
|
12.00pm - 5.09pm
|
5.10pm
|
|
Government & Semi-Government Bonds
|
3.00pm - 5.14pm
|
5.15pm
|
|
Credit Derivatives
|
8.00am - 5.20pm
|
5.21pm
|
|
Corporate Bonds, Floating Rate Notes, Mortgage Backed Securities
|
3.00pm - 5.35pm
|
5.36pm
|
