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| SFE
- Sydney Futures Exchange (SFE)
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Frequency :
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PVO
Settlement Price |
Volume |
Open Interest |
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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YS - 3 Year Interest Rate Swaps (100 minus yield % pa).
Column ( 1) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) maturity 1.
Nearest maturity
. Number of observations : 33
Column ( 2) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) maturity 2.
2nd maturity
. Number of observations : 33
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 7:27 pm |
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| YS - 3 Year Interest Rate Swaps (100 minus yield % pa) . Futures . Settlement Price
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, YS - 3 Year Interest ,, YS - 3 Year Interest ,
, Rate Swaps (100 minus ,, Rate Swaps (100 minus ,
, yield % pa) ,, yield % pa) ,
, YS1st ,, YS2nd ,
, YS - 3 Year Interest ,, 2nd nearest expn ,
, Rate Swaps (100 minus ,, ,
, yield % pa); Nearest ,, ,
, expiration ,, ,
, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,
End of , ,, ,
2009-01 , 96.210, 2009-03 , 95.805, 2009-06
2008-12 , 96.030, 2009-03 , 95.625, 2009-06
2008-11 , 95.270, 2008-12 , 95.290, 2009-03
2008-10 , 94.370, 2008-12 , 94.390, 2009-03
2008-09 , 93.800, 2008-12 , 93.820, 2009-03
2008-08 , 93.330, 2008-09 , 93.330, 2008-12
2008-07 , na, , na,
2008-06 , na, , na,
2008-05 , na, , na,
2008-04 , na, , na,
2008-03 , na, , na,
2008-02 , na, , na,
2008-01 , na, , na,
2007-12 , na, , na,
2007-11 , na, , na,
2007-10 , na, , na,
2007-09 , na, , na,
2007-08 , na, , na,
2007-07 , na, , na,
2007-06 , na, , na,
2007-05 , na, , na,
2007-04 , na, , na,
2007-03 , 93.920, 2007-03 , 93.920, 2007-06
2007-02 , 93.855, 2007-03 , 93.855, 2007-06
2007-01 , 93.680, 2007-03 , 93.680, 2007-06
2006-12 , 93.690, 2007-03 , 93.690, 2007-06
2006-11 , 93.630, 2006-12 , 93.795, 2007-03
2006-10 , 93.550, 2006-12 , 93.715, 2007-03
2006-09 , 93.810, 2006-12 , 93.975, 2007-03
2006-08 , 93.895, 2006-09 , 93.895, 2006-12
2006-07 , 93.725, 2006-09 , 93.725, 2006-12
2006-06 , 93.895, 2006-09 , 93.895, 2006-12
2006-05 , 93.980, 2006-06 , 94.020, 2006-09
2006-04 , 94.010, 2006-06 , 94.050, 2006-09
2006-03 , 94.310, 2006-06 , 94.350, 2006-09
2006-02 , 94.410, 2006-03 , 94.410, 2006-06
2006-01 , 94.390, 2006-03 , 94.390, 2006-06
2005-12 , 94.460, 2006-03 , 94.460, 2006-06
2005-11 , 94.330, 2005-12 , 94.330, 2006-03
2005-10 , 94.260, 2005-12 , 94.260, 2006-03
2005-09 , 94.330, 2005-12 , 94.330, 2006-03
2005-08 , 94.640, 2005-09 , 94.640, 2005-12
2005-07 , 94.520, 2005-09 , 94.520, 2005-12
2005-06 , 94.540, 2005-09 , 94.540, 2005-12
2005-05 , 94.600, 2005-06 , 94.600, 2005-09
2005-04 , 94.410, 2005-06 , 94.410, 2005-09
2005-03 , 94.060, 2005-06 , 94.060, 2005-09
2005-02 , 94.060, 2005-03 , 94.060, 2005-06
2005-01 , 94.300, 2005-03 , 94.300, 2005-06
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