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Index derivatives settlement history

XJO Futures and Options, and ASX SPI 200™ Futures are cash settled against the S&P/ASX 200 Index. ASX Sector Futures are cash settled against the respective underlying index. The S&P/ASX 200 Resources Index Future is cash settled against the S&P/ASX 200 Resources Index and the S&P/ASX 200 Financials-x-A-REIT Index Future is cash settled against the S&P/ASX 200 Financials-x-A-REIT Index.

The settlement price for XJO Futures and Options, ASX SPI 200™ Futures, and ASX Sector Futures is determined using the ASX Opening Price Index Calculation (OPIC). The OPIC is based on the first traded price of each constituent stock in the index on the expiry day. If a constituent stock does not trade on the expiry day, the last traded price from the previous trading day will be used.

S&P/ASX 200 VIX Futures are cash settled against the S&P/ASX 200 VIX Index. The settlement price is the average of the S&P/ASX 200 VIX index between 11:30am and 12:00pm on the last trading day.

XJO Settlement Value History

Expiry  Index
Value 
Expiry Index
Value
Expiry Index
Value
Expiry Index
Value
  Dec-13 5143.4 Dec-12 4626.7 Dec-11 4152.3
    Nov-13 5278.2 Nov-12 4348.9 Nov-11 4249.9
    Oct-13 5285.5 Oct-12 4606.1 Oct-11 4177.6
    Sep-13 5303.6 Sep-12 4395.8 Sep-11 4098.3
    Aug-13 5154.5 Aug-12 4322.9 Aug-11 4302.6
    Jul-13 5010.1 Jul-12 4180.6 Jul-11 4561.7
    Jun-13 4796.9 Jun-12 4141.0 Jun-11 4517.9
    May-13 5211.4 May-12 4184.1 May-11 4743.0
    Apr-13 4997.3 Apr-12 4353.9 Apr-11 4909.5
Mar-14 5343.5  Mar-13 4999.7 Mar-12 4282.1 Mar-11 4519.8
Feb-14 5406.8  Feb-13 5060.3 Feb-12 4224.2 Feb-11 4940.6
Jan-14 5277.4  Jan-13 4753.6 Jan-12 4260.0 Jan-11 4816.0

 (continued)

  Expiry Index
Value 
Expiry Index
Value
Expiry Index
Value
Expiry Index
Value
Dec-10  4761.6  Dec-09 4678.0 Dec-08 3503.9 Dec-07 6239.8
Nov-10  4616.4  Nov-09 4759.1 Nov-08 3359.6 Nov-07 6575.9
Oct-10  4669.3  Oct-09 4886.7 Oct-08 4081.0 Oct-07 6742.1
Sep-10  4676.5  Sep-09 4690.4 Sep-08 4541.6 Sep-07 6435.8
Aug-10  4477.3  Aug-09 4440.8 Aug-08 4934.6 Aug-07 5757.8
Jul-10  4462.4  Jul-09 4011.2 Jul-08 4925.5 Jul-07 6364.0
Jun-10  4552.6  Jun-09 3921.8 Jun-08 5385.7 Jun-07 6397.0
May-10  4396.0  May-09 3822.7 May-08 5895.3 May-07 6328.6
Apr-10  5020.0  Apr-09 3787.4 Apr-08 5602.2 Apr-07 6228.9
Mar-10  4878.0  Mar-09 3462.9 Mar-08 5138.4 Mar-07 5845.8
Feb-10  4675.4  Feb-09 3398.5 Feb-08 5585.3 - -
Jan-10  4840.9  Jan-09 3580.7 Jan-08 5843.5 - -

S&P/ASX 200 VIX

Expiry Index Value Expiry Index
Value
Expiry Index
Value
Expiry Index
Value
     Apr-14 12.380
    Mar-14 14.140
     Feb-14 12.870
     Jan-14 11.890
    Dec-13 14.520
Nov-13 13.680

S&P/ASX 200 Resources

Expiry Index Value Expiry Index
Value
Expiry Index
Value
Expiry Index
Value
Mar-14 4024.9
    Dec-13 4068.3

S&P/ASX 200 Financials-x-A-REIT

Expiry Index Value Expiry Index
Value
Expiry Index
Value
Expiry Index
Value
Mar-14 7018.9
    Dec-13 6850.0