Interest rate derivatives settlement history

The 30 day interbank cash rate futures, 3 year treasury bond futures, 10 year treasury bond futures and 90 day bank bill futures contracts are all cash settled contracts.

30 day interbank cash rate futures (IB)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
		Dec-25	96.40	Dec-24	95.660	Dec-23	95.680	Dec-22	96.987	Dec-21	99.96
		Nov-25	96.40	Nov-24	95.660	Nov-23	95.738	Nov-22	97.198	Nov-21	99.964
		Oct-25	96.40	Oct-24	95.660	Oct-23	95.930	Oct-22	97.472	Oct-21	99.97
		Sep-25	96.403	Sep-24	95.660	Sep-23	95.930	Sep-22	97.790	Sep-21	99.97
		Aug-25	96.313	Aug-24	95.660	Aug-23	95.930	Aug-22	98.222	Aug-21	99.97
		Jul-25	96.16	Jul-24	95.661	Jul-23	95.930	Jul-22	98.771	Jul-21	99.97
		Jun-25	96.16	Jun-24	95.676	Jun-23	95.980	Jun-22	99.306	Jun-21	99.97
		May-25	95.999	May-24	95.679	May-23	96.196	May-22	99.714	May-21	99.97
Apr-26	95.90	Apr-25	95.910	Apr-24	95.680	Apr-23	96.430	Apr-22	99.939	Apr-21	99.97
Mar-26	96.037	Mar-25	95.910	Mar-24	95.680	Mar-23	96.486	Mar-22	99.949	Mar-21	99.97
Feb-26	96.177	Feb-25	95.749	Feb-24	95.680	Feb-23	96.742	Feb-22	99.950	Feb-21	99.97
Jan-26	96.40	Jan-25	95.660	Jan-24	95.680	Jan-23	96.930	Jan-22	99.954	Jan-21	99.968

90 day bank accepted bill futures (IR)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-26	95.820	Mar-25	95.881	Mar-24	95.650	Mar-23	96.364	Mar-22	99.855	Mar-21	99.961
		Jun-25	96.275	Jun-24	95.634	Jun-23	95.798	Jun-22	98.517	Jun-21	99.975
		Sep-25	96.417	Sep-24	95.580	Sep-23	95.880	Sep-22	97.400	Sep-21	99.99
		Dec-25	96.287	Dec-24	95.552	Dec-23	95.650	Dec-22	96.878	Dec-21	99.939

90 day bank accepted bill serial futures (IR)

Expiry	Settlement price	Expiry	Settlement price
Jan-26	96.255	Jan-25	95.653
Feb-26	96.044	Feb-25	95.804
Apr-26	95.676	Apr-25	95.881
May-26	95.564	May-25	96.180
		Jul-25	96.259
		Aug-25	96.309
		Oct-25	96.421
		Nov-25	96.358

3 year treasury bond futures (YT)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-26	95.435	Mar-25	96.220	Mar-24	96.246	Mar-23	96.868	Mar-22	98.134	Mar-21	99.752
		Jun-25	96.64	Jun-24	96.194	Jun-23	96.082	Jun-22	96.408	Jun-21	99.846
		Sep-25	96.53	Sep-24	96.60	Sep-23	96.174	Sep-22	96.680	Sep-21	99.77
		Dec-25	95.87	Dec-24	96.124	Dec-23	96.230	Dec-22	96.892	Dec-21	98.94

5 year treasury bond futures (VT)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-26	95.35	Mar-25	96.065	Mar-24	96.165	Mar-23	96.765	Mar-22	97.7975	Mar-21	99.1475
		Jun-25	96.415	Jun-24	96.1475	Jun-23	96.1325	Jun-22	96.1725	Jun-21	99.345
		Sep-25	96.325	Sep-24	96.55	Sep-23	96.14	Sep-22	96.5900	Sep-21	99.38
		Dec-25	96.695	Dec-24	96.0225	Dec-23	96.1825	Dec-22	96.795	Dec-21	98.69

10 year treasury bond futures (XT)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-26	95.02	Mar-25	95.565	Mar-24	95.854	Mar-23	96.491	Mar-22	97.483	Mar-21	98.203
		Jun-25	95.79	Jun-24	95.877	Jun-23	96.037	Jun-22	95.918	Jun-21	98.551
		Sep-25	95.72	Sep-24	96.181	Sep-23	95.904	Sep-22	96.3590	Sep-21	98.813
		Dec-25	95.24	Dec-24	95.6690	Dec-23	95.8730	Dec-22	96.603	Dec-21	98.425

20 year treasury bond futures (XX / LT)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-26	94.69	Mar-25	95.105	Mar-24	95.5425	Mar-23	96.0425	Mar-22	97.0700	Mar-21	97.5
		Jun-25	95.22	Jun-24	95.57	Jun-23	95.7475	Jun-22	95.7325	Jun-21	97.87
		Sep-25	95.185	Sep-24	95.7675	Sep-23	95.57	Sep-22	96.0850	Sep-21	98.1825
		Dec-25	94.82	Dec-24	95.3150	Dec-23	95.5750	Dec-22	96.2325	Dec-21	97.90

90 day New Zealand bank bill futures (BB)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-26	97.50	Mar-25	96.31	Mar-24	94.36	Mar-23	94.910	Mar-22	98.440	Mar-21	99.67
		Jun-25	96.69	Jun-24	94.38	Jun-23	94.32	Jun-22	97.250	Jun-21	99.68
		Sep-25	97.01	Sep-24	94.89	Sep-23	94.33	Sep-22	96.390	Sep-21	99.46
		Dec-25	97.51	Dec-24	95.70	Dec-23	94.37	Dec-22	95.48	Dec-21	99.12

Disclaimer

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