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 whereupon 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	Expiry	Settlement price	Expiry	Settlement price
Dec-23		Dec-22	96.987	Dec-21	99.96	Dec-20	99.96	Dec-19	99.25
Nov-23		Nov-22	97.198	Nov-21	99.964	Nov-20	99.944	Nov-19	99.25
Oct-23		Oct-22	97.472	Oct-21	99.97	Oct-20	99.87	Oct-19	99.242
Sep-23		Sep-22	97.790	Sep-21	99.97	Sep-20	99.87	Sep-19	99
Aug-23		Aug-22	98.222	Aug-21	99.97	Aug-20	99.868	Aug-19	99
Jul-23		Jul-22	98.771	Jul-21	99.97	Jul-20	99.869	Jul-19	98.984
Jun-23	95.980	Jun-22	99.306	Jun-21	99.97	Jun-20	99.864	Jun-19	98.717
May-23	96.196	May-22	99.714	May-21	99.97	May-20	99.865	May-19	98.5
Apr-23	96.430	Apr-22	99.939	Apr-21	99.97	Apr-20	99.842	Apr-19	98.5
Mar-23	96.486	Mar-22	99.949	Mar-21	99.97	Mar-20	99.579	Mar-19	98.5
Feb-23	96.742	Feb-22	99.950	Feb-21	99.97	Feb-20	99.25	Feb-19	98.5
Jan-23	96.930	Jan-22	99.954	Jan-21	99.968	Jan-20	99.25	Jan-19	98.5

90 day bank accepted bill futures (IR)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-23	96.364	Mar-22	99.855	Mar-21	99.961	Mar-20	99.470	Mar-19	98.120
Jun-23	95.798	Jun-22	98.517	Jun-21	99.975	Jun-20	99.900	Jun-19	98.660
Sep-23		Sep-22	97.400	Sep-21	99.99	Sep-20	99.909	Sep-19	98.980
Dec-23		Dec-22	96.878	Dec-21	99.939	Dec-20	99.980	Dec-19	99.100

3 year treasury bond futures (YT)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-23	96.868	Mar-22	98.134	Mar-21	99.752	Mar-20	99.540	Mar-19	98.445
Jun-23	96.082	Jun-22	96.408	Jun-21	99.846	Jun-20	99.730	Jun-19	98.975
Sep-23		Sep-22	96.680	Sep-21	99.77	Sept-20	99.732	Sep-19	99.080
Dec-23		Dec-22	96.892	Dec-21	98.94	Dec-20	99.83	Dec-19	99.230

5 year treasury bond futures (VT)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-23	96.765	Mar-22	97.7975	Mar-21	99.1475
Jun-23	96.1325	Jun-22	96.1725	Jun-21	99.345
Sep-23		Sep-22	96.5900	Sep-21	99.38
Dec-23		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
Mar-23	96.491	Mar-22	97.483	Mar-21	98.203	Mar-20	99.0750	Mar-19	98.0250
Jun-23	96.037	Jun-22	95.918	Jun-21	98.551	Jun-20	99.1375	Jun-19	98.6000
Sep-23		Sep-22	96.3590	Sep-21	98.813	Sep-20	99.12	Sep-19	98.8275
Dec-23		Dec-22	96.603	Dec-21	98.425	Dec-20	99.050	Dec-19	98.8200

20 year treasury bond futures (XX / LT)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-23	96.0425	Mar-22	97.0700	Mar-21	97.5	Mar-20	98.4600	Mar-19	97.6200
Jun-23	95.7475	Jun-22	95.7325	Jun-21	97.87	Jun-20	98.5200	Jun-19	98.1825
Sep-23		Sep-22	96.0850	Sep-21	98.1825	Sept-20	98.525	Sep-19	98.4375
Dec-23		Dec-22	96.2325	Dec-21	97.90	Dec-20	98.4225	Dec-19	98.4150

90 day New Zealand bank bill futures (BB)

Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price	Expiry	Settlement price
Mar-23	94.910	Mar-22	98.440	Mar-21	99.67	Mar-20	99.09	Mar-19	98.13
Jun-23	94.32	Jun-22	97.250	Jun-21	99.68	Jun-20	99.75	Jun-19	98.40
Sep-23		Sep-22	96.390	Sep-21	99.46	Sep-20	99.70	Sep-19	98.85
Dec-23		Dec-22	95.48	Dec-21	99.12	Dec-20	99.75	Dec-19	98.81

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.