Interest rate derivative trading will cease at 1:30 p.m. today, March 28, 2024. Furthermore, the Exchange's markets will be closed on March 29, 2024.
CRA – Three-Month CORRA Futures
Last update: March 28, 2024 at 6:34 a.m. (Real-time)
Month | Bid price | Ask price | Settl. price | Net change | Open int. | Vol. |
---|---|---|---|---|---|---|
Open interest: 719,444
Volume: 5,614
|
||||||
March 2024 | 95.0075 | 95.0100 | 95.0075 | 0 | 161,906 | 7 |
June 2024 | 95.2300 | 95.2350 | 95.2500 | -0.0200 | 162,960 | 1,028 |
September 2024 | 95.5050 | 95.5100 | 95.5300 | -0.0250 | 107,441 | 966 |
December 2024 | 95.7800 | 95.7850 | 95.8150 | -0.0350 | 96,248 | 1,400 |
March 2025 | 96.0200 | 96.0250 | 96.0600 | -0.0400 | 64,604 | 871 |
June 2025 | 96.2150 | 96.2200 | 96.2500 | -0.0350 | 56,891 | 213 |
September 2025 | 96.3650 | 96.3750 | 96.4000 | -0.0300 | 32,994 | 233 |
December 2025 | 96.4900 | 96.5000 | 96.5250 | -0.0300 | 19,912 | 513 |
March 2026 | 96.5950 | 96.6100 | 96.6300 | -0.0350 | 9,979 | 382 |
June 2026 | 96.6900 | 96.7000 | 96.7200 | -0.0300 | 4,645 | 1 |
September 2026 | 96.7550 | 96.7850 | 96.8000 | 0 | 1,439 | 0 |
December 2026 | 96.7000 | 97.0000 | 96.8550 | 0 | 425 | 0 |