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- Sydney Futures Exchange (SFE)
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Frequency :
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PVO
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Derivatives Class :
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Other Derivatives |
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BB - 90 Day Bank Bill (100 minus yield % p.a).
Column ( 1) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 1.
Nearest maturity
. Number of observations : 5
Column ( 2) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 2.
2nd maturity
. Number of observations : 5
Column ( 3) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 3.
3rd maturity
. Number of observations : 5
Column ( 4) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 4.
4th maturity
. Number of observations : 5
Column ( 5) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 5.
5th maturity
. Number of observations : 5
Column ( 6) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 6.
6th maturity
. Number of observations : 5
Column ( 7) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 7.
7th maturity
. Number of observations : 5
Column ( 8) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 8.
8th maturity
. Number of observations : 5
Column ( 9) BB - 90 Day Bank Bill (100 minus yield % p.a) maturity 9.
9th maturity
. Number of observations : 3
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 7:27 pm |
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BB - 90 Day Bank Bill (100 minus yield % p.a) . Futures . Average Open Interest
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, BB - 90 Day Bank Bill ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,, Seventh nearest expn ,, Eighth nearest expn ,, Ninth nearest expn ,
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, p.a); Nearest expirati ,, ,, ,, ,, ,, ,, ,, ,, ,
, on ,, ,, ,, ,, ,, ,, ,, ,, ,
, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jun.2007 to Jan.20.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2009 , 47636.582, 12 day avg , 30936.084, 12 day avg , 18539.666, 12 day avg , 11615.333, 12 day avg , 4260.750, 12 day avg , 1701.167, 12 day avg , 2757.667, 12 day avg , 29.167, 12 day avg , na, 12 day avg
2008 , 56317.637, 256 day avg , 40982.629, 256 day avg , 23900.059, 256 day avg , 9559.336, 256 day avg , 5393.512, 256 day avg , 2544.453, 256 day avg , 1027.129, 256 day avg , 359.078, 256 day avg , 51.563, 256 day avg
2007 , 67392.617, 254 day avg , 46987.621, 254 day avg , 29424.779, 254 day avg , 17051.555, 254 day avg , 6938.949, 254 day avg , 3017.941, 254 day avg , 1062.138, 254 day avg , 123.819, 254 day avg , na, 133 day avg
2006 , 42782.832, 254 day avg , 52272.176, 254 day avg , 39185.137, 254 day avg , 22126.605, 254 day avg , 12450.043, 254 day avg , 5532.130, 254 day avg , 2167.350, 254 day avg , 491.535, 254 day avg , na, 0 day avg
2005 , 28807.506, 239 day avg , 25876.432, 239 day avg , 19358.436, 239 day avg , 8044.226, 239 day avg , 4285.753, 239 day avg , 2797.146, 239 day avg , 482.347, 239 day avg , 29.895, 239 day avg , na, 0 day avg
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