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| SFE
- Sydney Futures Exchange (SFE)
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Frequency :
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PVO
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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TN - 10 Year Stock (100 minus yield % p.a).
Column ( 1) TN - 10 Year Stock (100 minus yield % p.a) maturity 1.
Nearest maturity
. Number of observations : 5
Column ( 2) TN - 10 Year Stock (100 minus yield % p.a) maturity 2.
2nd maturity
. Number of observations : 5
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 7:27 pm |
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| TN - 10 Year Stock (100 minus yield % p.a) . Futures . Average Open Interest
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, TN - 10 Year Stock (10 ,, TN - 10 Year Stock (10 ,
, 0 minus yield % p.a) ,, 0 minus yield % p.a) ,
, TN1st ,, TN2nd ,
, TN - 10 Year Stock ,, 2nd nearest expn ,
, (100 minus yield % p.a ,, ,
, ); Nearest expiration ,, ,
, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2009 , 23.583, 12 day avg , na, 12 day avg
2008 , 40.145, 256 day avg , 1.527, 256 day avg
2007 , 34.217, 254 day avg , 0.819, 254 day avg
2006 , 63.280, 254 day avg , 1.043, 254 day avg
2005 , 64.172, 239 day avg , 1.297, 239 day avg
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