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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 : 137
Column ( 2) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) maturity 2.
2nd maturity
. Number of observations : 137
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 , ,, ,
2009-01-23 , 96.210, 2009-03 , 95.805, 2009-06
2009-01-16 , 96.185, 2009-03 , 95.780, 2009-06
2009-01-09 , 95.910, 2009-03 , 95.505, 2009-06
2009-01-02 , 96.030, 2009-03 , 95.625, 2009-06
2008-12-26 , 95.880, 2009-03 , 95.475, 2009-06
2008-12-19 , 95.990, 2009-03 , 95.585, 2009-06
2008-12-12 , 95.885, 2009-03 , 95.480, 2009-06
2008-12-05 , 95.325, 2008-12 , 95.345, 2009-03
2008-11-28 , 95.270, 2008-12 , 95.290, 2009-03
2008-11-21 , 95.340, 2008-12 , 95.360, 2009-03
2008-11-14 , 95.010, 2008-12 , 95.030, 2009-03
2008-11-07 , 94.715, 2008-12 , 94.735, 2009-03
2008-10-31 , 94.370, 2008-12 , 94.390, 2009-03
2008-10-24 , 94.610, 2008-12 , 94.630, 2009-03
2008-10-17 , 94.320, 2008-12 , 94.340, 2009-03
2008-10-10 , 94.490, 2008-12 , 94.510, 2009-03
2008-10-03 , 93.935, 2008-12 , 93.955, 2009-03
2008-09-26 , 93.565, 2008-12 , 93.585, 2009-03
2008-09-19 , 93.545, 2008-12 , 93.565, 2009-03
2008-09-12 , 93.375, 2008-12 , 93.395, 2009-03
2008-09-05 , 93.455, 2008-09 , 93.455, 2008-12
2008-08-29 , 93.330, 2008-09 , 93.330, 2008-12
2008-08-22 , 93.275, 2008-09 , 93.275, 2008-12
2008-08-15 , 93.250, 2008-09 , 93.250, 2008-12
2008-08-08 , 93.125, 2008-09 , 93.125, 2008-12
2008-08-01 , 93.880, 2008-09 , 93.880, 2008-12
2008-07-25 , na, , na,
2008-07-18 , na, , na,
2008-07-11 , na, , na,
2008-07-04 , na, , na,
2008-06-27 , na, , na,
2008-06-20 , na, , na,
2008-06-13 , na, , na,
2008-06-06 , na, , na,
2008-05-30 , na, , na,
2008-05-23 , na, , na,
2008-05-16 , na, , na,
2008-05-09 , na, , na,
2008-05-02 , na, , na,
2008-04-25 , na, , na,
2008-04-18 , na, , na,
2008-04-11 , na, , na,
2008-04-04 , na, , na,
2008-03-28 , na, , na,
2008-03-21 , na, , na,
2008-03-14 , na, , na,
2008-03-07 , na, , na,
2008-02-29 , na, , na,
2008-02-22 , na, , na,
2008-02-15 , na, , na,
2008-02-08 , na, , na,
2008-02-01 , na, , na,
2008-01-25 , na, , na,
2008-01-18 , na, , na,
2008-01-11 , na, , na,
2008-01-04 , na, , na,
2007-12-28 , na, , na,
2007-12-21 , na, , na,
2007-12-14 , na, , na,
2007-12-07 , na, , na,
2007-11-30 , na, , na,
2007-11-23 , na, , na,
2007-11-16 , na, , na,
2007-11-09 , na, , na,
2007-11-02 , na, , na,
2007-10-26 , na, , na,
2007-10-19 , na, , na,
2007-10-12 , na, , na,
2007-10-05 , na, , na,
2007-09-28 , na, , na,
2007-09-21 , na, , na,
2007-09-14 , na, , na,
2007-09-07 , na, , na,
2007-08-31 , na, , na,
2007-08-24 , na, , na,
2007-08-17 , na, , na,
2007-08-10 , na, , na,
2007-08-03 , na, , na,
2007-07-27 , na, , na,
2007-07-20 , na, , na,
2007-07-13 , na, , na,
2007-07-06 , na, , na,
2007-06-29 , na, , na,
2007-06-22 , na, , na,
2007-06-15 , na, , na,
2007-06-08 , na, , na,
2007-06-01 , na, , na,
2007-05-25 , na, , na,
2007-05-18 , na, , na,
2007-05-11 , na, , na,
2007-05-04 , na, , na,
2007-04-27 , na, , na,
2007-04-20 , na, , na,
2007-04-13 , na, , na,
2007-04-06 , na, , na,
2007-03-30 , na, , na,
2007-03-23 , na, , na,
2007-03-16 , na, , na,
2007-03-09 , 93.920, 2007-03 , 93.920, 2007-06
2007-03-02 , 93.850, 2007-03 , 93.850, 2007-06
2007-02-23 , 93.715, 2007-03 , 93.715, 2007-06
2007-02-16 , 93.790, 2007-03 , 93.790, 2007-06
2007-02-09 , 93.775, 2007-03 , 93.775, 2007-06
2007-02-02 , 93.660, 2007-03 , 93.660, 2007-06
2007-01-26 , 93.740, 2007-03 , 93.740, 2007-06
2007-01-19 , 93.630, 2007-03 , 93.630, 2007-06
2007-01-12 , 93.630, 2007-03 , 93.630, 2007-06
2007-01-05 , 93.715, 2007-03 , 93.715, 2007-06
2006-12-29 , 93.690, 2007-03 , 93.690, 2007-06
2006-12-22 , 93.755, 2007-03 , 93.755, 2007-06
2006-12-15 , 93.765, 2007-03 , 93.765, 2007-06
2006-12-08 , 93.935, 2007-03 , 93.935, 2007-06
2006-12-01 , 93.670, 2006-12 , 93.835, 2007-03
2006-11-24 , 93.680, 2006-12 , 93.845, 2007-03
2006-11-17 , 93.630, 2006-12 , 93.795, 2007-03
2006-11-10 , 93.640, 2006-12 , 93.805, 2007-03
2006-11-03 , 93.590, 2006-12 , 93.755, 2007-03
2006-10-27 , 93.550, 2006-12 , 93.715, 2007-03
2006-10-20 , 93.550, 2006-12 , 93.715, 2007-03
2006-10-13 , 93.590, 2006-12 , 93.755, 2007-03
2006-10-06 , 93.820, 2006-12 , 93.985, 2007-03
2006-09-29 , 93.810, 2006-12 , 93.975, 2007-03
2006-09-22 , 93.790, 2006-12 , 93.955, 2007-03
2006-09-15 , 93.655, 2006-12 , 93.820, 2007-03
2006-09-08 , 93.735, 2006-12 , 93.875, 2007-03
2006-09-01 , 93.915, 2006-09 , 93.915, 2006-12
2006-08-25 , 93.855, 2006-09 , 93.855, 2006-12
2006-08-18 , 93.825, 2006-09 , 93.825, 2006-12
2006-08-11 , 93.735, 2006-09 , 93.735, 2006-12
2006-08-04 , 93.755, 2006-09 , 93.755, 2006-12
2006-07-28 , 93.685, 2006-09 , 93.685, 2006-12
2006-07-21 , 93.815, 2006-09 , 93.815, 2006-12
2006-07-14 , 93.775, 2006-09 , 93.775, 2006-12
2006-07-07 , 93.825, 2006-09 , 93.825, 2006-12
2006-06-30 , 93.895, 2006-09 , 93.895, 2006-12
2006-06-23 , 93.825, 2006-09 , 93.825, 2006-12
2006-06-16 , 93.915, 2006-09 , 94.025, 2006-12
2006-06-09 , 93.975, 2006-09 , 94.085, 2006-12
2006-06-02 , 93.970, 2006-06 , 94.010, 2006-09
2006-05-26 , 93.980, 2006-06 , 94.020, 2006-09
2006-05-19 , 93.980, 2006-06 , 94.020, 2006-09
2006-05-12 , 93.900, 2006-06 , 93.940, 2006-09
2006-05-05 , 93.940, 2006-06 , 93.980, 2006-09
2006-04-28 , 94.010, 2006-06 , 94.050, 2006-09
2006-04-21 , 94.060, 2006-06 , 94.100, 2006-09
2006-04-14 , 94.100, 2006-06 , 94.140, 2006-09
2006-04-07 , 94.170, 2006-06 , 94.210, 2006-09
2006-03-31 , 94.310, 2006-06 , 94.350, 2006-09
2006-03-24 , 94.370, 2006-06 , 94.410, 2006-09
2006-03-17 , 94.440, 2006-06 , 94.480, 2006-09
2006-03-10 , 94.320, 2006-06 , 94.360, 2006-09
2006-03-03 , 94.390, 2006-03 , 94.390, 2006-06
2006-02-24 , 94.480, 2006-03 , 94.480, 2006-06
2006-02-17 , 94.460, 2006-03 , 94.460, 2006-06
2006-02-10 , 94.480, 2006-03 , 94.480, 2006-06
2006-02-03 , 94.360, 2006-03 , 94.360, 2006-06
2006-01-27 , 94.370, 2006-03 , 94.370, 2006-06
2006-01-20 , 94.510, 2006-03 , 94.510, 2006-06
2006-01-13 , 94.540, 2006-03 , 94.540, 2006-06
2006-01-06 , 94.520, 2006-03 , 94.520, 2006-06
2005-12-30 , 94.460, 2006-03 , 94.460, 2006-06
2005-12-23 , 94.420, 2006-03 , 94.420, 2006-06
2005-12-16 , 94.380, 2006-03 , 94.380, 2006-06
2005-12-09 , 94.280, 2006-03 , 94.280, 2006-06
2005-12-02 , 94.330, 2005-12 , 94.330, 2006-03
2005-11-25 , 94.320, 2005-12 , 94.320, 2006-03
2005-11-18 , 94.360, 2005-12 , 94.360, 2006-03
2005-11-11 , 94.290, 2005-12 , 94.290, 2006-03
2005-11-04 , 94.180, 2005-12 , 94.180, 2006-03
2005-10-28 , 94.300, 2005-12 , 94.300, 2006-03
2005-10-21 , 94.340, 2005-12 , 94.340, 2006-03
2005-10-14 , 94.240, 2005-12 , 94.240, 2006-03
2005-10-07 , 94.330, 2005-12 , 94.330, 2006-03
2005-09-30 , 94.330, 2005-12 , 94.330, 2006-03
2005-09-23 , 94.520, 2005-12 , 94.520, 2006-03
2005-09-16 , 94.500, 2005-12 , 94.500, 2006-03
2005-09-09 , 94.530, 2005-12 , 94.530, 2006-03
2005-09-02 , 94.730, 2005-09 , 94.730, 2005-12
2005-08-26 , 94.550, 2005-09 , 94.550, 2005-12
2005-08-19 , 94.570, 2005-09 , 94.570, 2005-12
2005-08-12 , 94.430, 2005-09 , 94.430, 2005-12
2005-08-05 , 94.360, 2005-09 , 94.360, 2005-12
2005-07-29 , 94.520, 2005-09 , 94.520, 2005-12
2005-07-22 , 94.360, 2005-09 , 94.360, 2005-12
2005-07-15 , 94.450, 2005-09 , 94.450, 2005-12
2005-07-08 , 94.520, 2005-09 , 94.520, 2005-12
2005-07-01 , 94.570, 2005-09 , 94.570, 2005-12
2005-06-24 , 94.550, 2005-09 , 94.550, 2005-12
2005-06-17 , 94.400, 2005-09 , 94.400, 2005-12
2005-06-10 , 94.460, 2005-09 , 94.640, 2005-12
2005-06-03 , 94.660, 2005-06 , 94.660, 2005-09
2005-05-27 , 94.530, 2005-06 , 94.530, 2005-09
2005-05-20 , 94.450, 2005-06 , 94.450, 2005-09
2005-05-13 , 94.490, 2005-06 , 94.490, 2005-09
2005-05-06 , 94.510, 2005-06 , 94.510, 2005-09
2005-04-29 , 94.410, 2005-06 , 94.410, 2005-09
2005-04-22 , 94.320, 2005-06 , 94.320, 2005-09
2005-04-15 , 94.340, 2005-06 , 94.340, 2005-09
2005-04-08 , 94.170, 2005-06 , 94.170, 2005-09
2005-04-01 , 94.120, 2005-06 , 94.120, 2005-09
2005-03-25 , 94.020, 2005-06 , 94.020, 2005-09
2005-03-18 , 94.080, 2005-06 , 94.080, 2005-09
2005-03-11 , 94.060, 2005-06 , 94.060, 2005-09
2005-03-04 , 94.070, 2005-03 , 94.070, 2005-06
2005-02-25 , 94.090, 2005-03 , 94.090, 2005-06
2005-02-18 , 94.170, 2005-03 , 94.170, 2005-06
2005-02-11 , 94.180, 2005-03 , 94.180, 2005-06
2005-02-04 , 94.350, 2005-03 , 94.350, 2005-06
2005-01-28 , 94.320, 2005-03 , 94.320, 2005-06
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