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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 : 12
Column ( 2) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) maturity 2.
2nd maturity
. Number of observations : 12
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 , ,, ,
2009.1 , 96.210, 2009-03 , 95.805, 2009-06
2008.4 , 96.030, 2009-03 , 95.625, 2009-06
2008.3 , 93.800, 2008-12 , 93.820, 2009-03
2008.2 , na, , na,
2008.1 , na, , na,
2007.4 , na, , na,
2007.3 , na, , na,
2007.2 , na, , na,
2007.1 , 93.920, 2007-03 , 93.920, 2007-06
2006.4 , 93.690, 2007-03 , 93.690, 2007-06
2006.3 , 93.810, 2006-12 , 93.975, 2007-03
2006.2 , 93.895, 2006-09 , 93.895, 2006-12
2006.1 , 94.310, 2006-06 , 94.350, 2006-09
2005.4 , 94.460, 2006-03 , 94.460, 2006-06
2005.3 , 94.330, 2005-12 , 94.330, 2006-03
2005.2 , 94.540, 2005-09 , 94.540, 2005-12
2005.1 , 94.060, 2005-06 , 94.060, 2005-09
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