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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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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 : 5
Column ( 2) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) 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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YS - 3 Year Interest Rate Swaps (100 minus yield % pa) . Futures . Average Open Interest
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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 , Avg daily Open Int ,, Avg daily Open Int ,
2009 , na, 13 day avg , na, 13 day avg
2008 , na, 107 day avg , na, 107 day avg
2007 , na, 44 day avg , na, 44 day avg
2006 , na, 253 day avg , na, 253 day avg
2005 , na, 237 day avg , na, 237 day avg
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