Interest rate derivatives settlement history

The 30 day interbank cash rate futures, 3 year treasury bond futures and 10 year treasury bond futures contracts are all cash settled contracts. The 90 day bank bill futures contract is a deliverable contract where upon settlement an approved bank accepted bill of exchange or negotiable certificate of deposit is exchanged.

30 day interbank cash rate futures (IB)

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Jan-19 98.500 Jan-18 98.500 Jan-17 98.500
Feb-19 98.500 Feb-18 98.500 Feb-17 98.500
Mar-19 98.500 Mar-18 98.500 Mar-17 98.500
Apr-19 98.500 Apr-18 98.500 Apr-17 98.500
May-19 98.500 May-18 98.500 May-17 98.500
Jun-19 98.717 Jun-18 98.500 Jun-17 98.500
Jul-19   Jul-18 98.500 Jul-17 98.500
Aug-19   Aug-18 98.500 Aug-17 98.500
Sep-19   Sep-18 98.500 Sep-17 98.500
Oct-19   Oct-18 98.500 Oct-17 98.500
Nov-19   Nov-18 98.500 Nov-17 98.500
Dec-19   Dec-18 98.500 Dec-17 98.500

 

 
90 day bank accepted bill futures (IR)

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-19 98.120 Mar-18 98.190 Mar-17 98.180
Jun-19 98.660 Jun-18 97.960 Jun-17 98.290
Sep-19   Sep-18 98.080 Sep-17 98.260
Dec-19   Dec-18 97.950 Dec-17 98.250

 

 

 3 year treasury bond futures (YT)

 

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-19 98.445 Mar-18 97.920 Mar-17 97.860
Jun-19 98.975 Jun-18 97.845 Jun-17 98.280
Sep-19   Sep-18 97.940 Sep-17 97.920
Dec-19   Dec-18 98.025 Dec-17 97.955

 

 
10 year treasury bond futures (XT)

 

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-19 98.0250 Mar-18 97.2700 Mar-17 97.0425
Jun-19 98.6000 Jun-18 97.3100 Jun-17 97.6450
Sep-19   Sep-18 97.3775 Sep-17 97.2725
Dec-19   Dec-18 97.5575 Dec-17 97.4725


20 year treasury bond futures (XX)

 

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-19 97.6200 Mar-18 96.8600 Mar-17 96.4950
Jun-19 98.1825 Jun-18 96.9575 Jun-17 97.1100
Sep-19   Sep-18 97.0475 Sep-17 96.7300
Dec-19   Dec-18 97.2325 Dec-17 97.0000

 


90 day New Zealand bank bill futures (BB)

 

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-19 98.13 Mar-18 98.11 Mar-17 98.04
Jun-19 98.40 Jun-18 98.00 Jun-17 98.07
Sep-19   Sep-18 98.11 Sep-17 98.06
Dec-19   Dec-18 98.02 Dec-17 98.12

 

 


Disclaimer

ASX Limited and its related corporations accept no responsibility for errors or omissions, including negligence, or for any damage loss or claim arising from reliance on the information. Futures and options trading involves the potential for both profits and losses and only licensed brokers and advisors can advise on this risk.