Clearing
- Exchange Traded Derivatives Clearing
- Clearing Members
- Clearing Mechanism
- Clearing Mechanism Developing History
- Clearing Mechanism
- Clearing Process
- Intraday Profit & Loss Trial Balance
- Daily Settlement Price
- Formula for Calculating Final Settlement Prices
- Clearing Margin Accounts
- Position Management
- Safeguard System
- Products exempted and not exempted from liquidation on behalf of a principal in the after-hour session
- Notice for Foreign Currency Denominated Contracts Settlement
- Margining
- Market Information
Clearing
Evaluation Yield Curve
Tenor |
1W |
2W |
1M |
2M |
3M |
6M |
1Y |
2Y |
3Y |
4Y |
5Y |
7Y |
10Y |
12Y |
15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20260401 | 1.38000 | 1.46967 | 1.60000 | 1.62400 | 1.67800 | 1.71250 | 1.80170 | 1.99920 | 2.09000 | 2.18340 | 2.22590 | 2.35500 | 2.55250 | 2.72250 | 2.75130 |
| 20260402 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70380 | 1.79500 | 1.99170 | 2.08340 | 2.18420 | 2.23830 | 2.31750 | 2.55580 | 2.68500 | 2.75880 |
| 20260407 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70380 | 1.79500 | 1.98250 | 2.08340 | 2.15830 | 2.20580 | 2.32170 | 2.53670 | 2.68130 | 2.74880 |
| 20260408 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70380 | 1.76250 | 1.90920 | 2.00250 | 2.08750 | 2.13170 | 2.23920 | 2.46500 | 2.63130 | 2.71880 |
| 20260409 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70000 | 1.77170 | 1.90000 | 2.00920 | 2.08750 | 2.12830 | 2.23840 | 2.45670 | 2.59250 | 2.69630 |
| 20260410 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70000 | 1.77250 | 1.89170 | 2.00000 | 2.06090 | 2.10500 | 2.20000 | 2.43170 | 2.56250 | 2.68630 |
| 20260413 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70000 | 1.77420 | 1.91170 | 2.00840 | 2.08250 | 2.13670 | 2.25420 | 2.47500 | 2.61750 | 2.71880 |
| 20260414 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70380 | 1.75920 | 1.87250 | 1.97670 | 2.04090 | 2.08090 | 2.19420 | 2.41500 | 2.56500 | 2.68380 |
| 20260415 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70250 | 1.76000 | 1.86840 | 1.94090 | 2.02500 | 2.05340 | 2.18080 | 2.38500 | 2.55380 | 2.67380 |
| 20260416 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70000 | 1.76000 | 1.85670 | 1.92000 | 1.98000 | 2.03000 | 2.19340 | 2.35500 | 2.54250 | 2.66630 |
| 20260417 | 1.38000 | 1.46978 | 1.60000 | 1.62400 | 1.67800 | 1.70000 | 1.76670 | 1.89670 | 1.94250 | 2.03090 | 2.09250 | 2.21920 | 2.45170 | 2.56130 | 2.69880 |
| 20260420 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.70130 | 1.75750 | 1.87670 | 1.96500 | 2.03340 | 2.07920 | 2.20340 | 2.43420 | 2.60500 | 2.70380 |
| 20260421 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.70380 | 1.76000 | 1.87420 | 1.94920 | 2.03420 | 2.07920 | 2.19920 | 2.43420 | 2.58500 | 2.69380 |
| 20260422 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.70380 | 1.75750 | 1.88500 | 1.96500 | 2.04170 | 2.09750 | 2.21340 | 2.44840 | 2.59000 | 2.70380 |
| 20260423 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.70380 | 1.76420 | 1.90500 | 1.98340 | 2.06170 | 2.12090 | 2.24590 | 2.46750 | 2.60250 | 2.71380 |
| 20260424 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.70630 | 1.77830 | 1.90840 | 2.00000 | 2.08250 | 2.12920 | 2.24250 | 2.47500 | 2.62000 | 2.71880 |
| 20260427 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.70880 | 1.78840 | 1.94420 | 2.04170 | 2.11090 | 2.16340 | 2.29420 | 2.50670 | 2.65500 | 2.73380 |
| 20260428 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71000 | 1.78840 | 1.93840 | 2.01750 | 2.10080 | 2.15750 | 2.28420 | 2.50420 | 2.64250 | 2.73130 |
| 20260429 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71000 | 1.79080 | 1.95170 | 2.03750 | 2.12170 | 2.17420 | 2.29250 | 2.51840 | 2.66130 | 2.73880 |
| 20260430 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71750 | 1.81840 | 2.00090 | 2.08840 | 2.17500 | 2.22250 | 2.34750 | 2.56170 | 2.68000 | 2.75380 |
| 20260504 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71750 | 1.80840 | 1.99170 | 2.09420 | 2.16920 | 2.21420 | 2.34920 | 2.54920 | 2.69000 | 2.74880 |
| 20260505 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71880 | 1.81830 | 2.02000 | 2.10750 | 2.20250 | 2.24840 | 2.36920 | 2.57840 | 2.71250 | 2.76630 |
| 20260506 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71380 | 1.82090 | 1.99670 | 2.09750 | 2.18080 | 2.21840 | 2.35590 | 2.54090 | 2.69130 | 2.74380 |
| 20260507 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71630 | 1.80090 | 1.96670 | 2.07420 | 2.15250 | 2.18330 | 2.31340 | 2.51000 | 2.66750 | 2.73630 |
| 20260508 | 1.38000 | 1.46989 | 1.60000 | 1.62400 | 1.67800 | 1.71380 | 1.80340 | 1.96500 | 2.06340 | 2.13090 | 2.19000 | 2.31670 | 2.51170 | 2.64250 | 2.73380 |
