Settlement Prices Fixed Income

Daily Settlement prices for Fixed Income Futures are published in the Excel sheet below every day no later than 16:30 CET.

The daily settlement price is used in the futures contract for calculation of profit and loss of the position that is settled on the next trading day.

The daily settlement prices are calculated from the indicative bid and ask prices that market committed banks quote in the exchange trading system. The settlement prices are the median mid price from these bids and ask quotes.

To download the Excel sheet follow the link below:

Please note that this page will only be published until the end of this year. For information regarding futures settlement prices from 2010 please contact your information vendor.