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HOME>Market Information>Final Settlement Prices of Over-Night Call Rate Futures

Leading Contract Months

Table of the Final Settlement Prices of Over-Night Call Rate Futures
Contract Month Over-Night Call Rate Futures (Reference)
Spot-Next Repo Rate Futures
2012.1 99.921 99.900
2011.12 99.921 99.900
2011.11 99.921 99.901
2011.10 99.920 99.898
2011.09 99.919 99.898
2011.08 99.924 99.899
2011.07 99.930 99.901
2011.06 99.930 99.900
2011.05 99.936 99.902
2011.04 99.926 99.898
2011.03 99.911 99.898
2011.02 99.906 99.897
2011.01 99.917 99.898
2010.12 99.910 99.891
2010.11 99.909 99.886
2010.10 99.910 99.886
2010.09 99.907 99.890
2010.08 99.904 99.893
2010.07 99.905 99.880
2010.06 - -
2010.05 - -
2010.04 - -
2010.03 99.903 99.892
2010.02 99.899 99.888
2010.01 99.904 99.890
2009.12 99.900 99.882
2009.11 99.895 99.869
2009.10 99.893 99.873
2009.09 99.897 99.867
2009.08 99.895 99.877
2009.07 99.899 99.878
2009.06 99.896 99.869
2009.05 99.898 99.868
2009.04 99.896 99.874
2009.03 99.900 99.867
2009.02 99.889 99.848
2009.01 99.882 99.809
2008.12 99.798 99.700
2008.11 99.690 99.523
2008.10 99.502 99.325
2008.09 99.514 99.377
2008.08 99.496 99.460
2008.07 99.497 99.455
2008.06 99.495 99.441
2008.05 99.499 99.446
2008.04 99.495 99.420
2008.03 99.492 99.412
2008.02 99.497 99.454
2008.01 99.503 99.426
Market Information

MARKET INFORMATION

  • MARKET INFORMATION (PREVIOUS DAY)

TRANSITIVE CHART

  • TRADING VOLUME AND OPEN INTEREST
  • MONTHLY MOVEMENTS AND CHARTS

TRADING-RELATED DATA

  • TFX DAILY STATISTICS REPORT
  • MONTHLY/ANNUAL STATISTICS
  • HISTORICAL DATA
  • LEADING CONTRACT MONTHS
  • FINAL SETTLEMENT PRICES OF O/N CALL RATE FUTURES

CLEARING-RELATED DATA

  • SPANR PARAMETER VALUES
  • SPANR PARAMETER FILE (DOWNLOAD)
  • ELIGIBLE SECURITIES AS MARGINS

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