90 Day Australian Bank Bill
| Exchange | Sydney Futures Exchange |
| Type | Interest Rate |
| Underlying | A$1,000,000 face value 90-Day Bank Accepted Bills of exchange or EBAs. |
| Currency | Australian Dollar (AUD) |
| Contract Size | A$1,000,000 (Notional principal amount) |
| Tick Size | One hundred minus annual percentage yield quoted to two decimal places. (The minimum fluctuation of 0.01%). |
| Tick Value | Approximately $24 per contract (varying with the level of interest rates) |
| Pre-Open 1 | |
| Trading Session 1 | 08:28 - 16:30 |
| Pre-Open T+1 | |
| Trading Session T+1 | 17:08 - 07:00 |
| Pre-Open T+1 | |
| Trading Session T+1 (No DST) | 17:08 - 07:30 |
| Last Trading Day | 12.00 noon on the business day immediately prior to settlement day |
| Final Settlement Day | The second Friday of the delivery month |
| Final Settlement Price | |
| Settlement Type | One bank accepted bill or EBA or bank negotiable certificate of deposit or ECDissued by an approved bank of face value A$1,000,000 maturing 85-95 days from settlement day, and classified as ‘early’ month papers. ‘Early’ month paper matures on business days between the 1st and 15th of the month. |
| Contract Months | 20 quarterly months (5 years) of March / June / September / December |
| First Trading Day | |
| Position Limit | |
| Initial Margin (outright) | |
| Maintenance Margin (outright) | |
| Clearinghouse Margin (outright) | |
| Listed Spread | Yes |
| Initial Margin (spread) | |
| Maintenance Margin (spread) | |
| Clearinghouse Margin (spread) | |
| Daily Price Limit | |
| Options | Yes |
| Exchange Symbol | IR |
| Reuters Symbol | |
| Bloomberg Symbol | |
| ISIN Symbol | |
| SEDOL | |
| Notes |
