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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
Jan-21 99.968 Jan-20 99.250 Jan-19 98.500
Feb-21   Feb-20 99.250 Feb-19 98.500
Mar-21   Mar-20 99.579 Mar-19 98.500
Apr-21   Apr-20 99.842 Apr-19 98.500
May-21   May-20 99.865 May-19 98.500
Jun-21   Jun-20 99.864 Jun-19 98.717
Jul-21   Jul-20 99.869 Jul-19 98.984
Aug-21   Aug-20 99.868 Aug-19 99.000
Sep-21   Sep-20 99.870 Sep-19 99.000
Oct-21   Oct-20 99.870 Oct-19 99.242
Nov-21   Nov-20 99.944 Nov-19 99.250
Dec-21   Dec-20 99.96 Dec-19 99.250

90 day bank accepted bill futures (IR)

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-21   Mar-20 99.470 Mar-19 98.120
Jun-21   Jun-20 99.900 Jun-19 98.660
Sep-21   Sep-20 99.909 Sep-19 98.980
Dec-21   Dec-20 99.980 Dec-19 99.100

3 year treasury bond futures (YT)

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-21   Mar-20 99.540 Mar-19 98.445
Jun-21   Jun-20 99.730 Jun-19 98.975
Sep-21   Sept-20 99.732 Sep-19 99.080
Dec-21   Dec-20 99.83 Dec-19 99.230

10 year treasury bond futures (XT)

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-21   Mar-20 99.0750 Mar-19 98.0250
Jun-21   Jun-20 99.1375 Jun-19 98.6000
Sep-21   Sep-20 99.12 Sep-19 98.8275
Dec-21   Dec-20 99.050 Dec-19 98.8200

20 year treasury bond futures (XX / LT)

Expiry Settlement price Expiry Settlement price Expiry Settlement price
Mar-21   Mar-20 98.4600 Mar-19 97.6200
Jun-21   Jun-20 98.5200 Jun-19 98.1825
Sep-21   Sept-20 98.525 Sep-19 98.4375
Dec-21   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
Mar-21   Mar-20 99.09 Mar-19 98.13
Jun-21   Jun-20 99.75 Jun-19 98.40
Sep-21   Sep-20 99.70 Sep-19 98.85
Dec-21   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.