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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 : 49
Column ( 2) TN - 10 Year Stock (100 minus yield % p.a) maturity 2.
2nd maturity
. Number of observations : 49
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 ,
2009-01 , 23.583, 12 day avg , na, 12 day avg
2008-12 , 24.286, 21 day avg , 0.476, 21 day avg
2008-11 , 75.550, 20 day avg , na, 20 day avg
2008-10 , 62.826, 23 day avg , na, 23 day avg
2008-09 , 29.182, 22 day avg , 1.227, 22 day avg
2008-08 , 38.333, 21 day avg , na, 21 day avg
2008-07 , 40.435, 23 day avg , na, 23 day avg
2008-06 , 29.190, 21 day avg , 2.095, 21 day avg
2008-05 , 30.409, 22 day avg , na, 22 day avg
2008-04 , 34.136, 22 day avg , na, 22 day avg
2008-03 , 32.684, 19 day avg , 16.316, 19 day avg
2008-02 , 42.095, 21 day avg , na, 21 day avg
2008-01 , 42.667, 21 day avg , na, 21 day avg
2007-12 , 34.789, 19 day avg , 5.789, 19 day avg
2007-11 , 35.909, 22 day avg , na, 22 day avg
2007-10 , 43.609, 23 day avg , na, 23 day avg
2007-09 , 27.350, 20 day avg , 3.600, 20 day avg
2007-08 , 25.304, 23 day avg , na, 23 day avg
2007-07 , 14.909, 22 day avg , na, 22 day avg
2007-06 , 16.524, 21 day avg , 1.238, 21 day avg
2007-05 , 59.435, 23 day avg , na, 23 day avg
2007-04 , 52.368, 19 day avg , na, 19 day avg
2007-03 , 16.818, 22 day avg , na, 22 day avg
2007-02 , 36.500, 20 day avg , na, 20 day avg
2007-01 , 48.550, 20 day avg , na, 20 day avg
2006-12 , 58.842, 19 day avg , 3.684, 19 day avg
2006-11 , 68.409, 22 day avg , na, 22 day avg
2006-10 , 71.818, 22 day avg , na, 22 day avg
2006-09 , 73.143, 21 day avg , 7.857, 21 day avg
2006-08 , 74.783, 23 day avg , na, 23 day avg
2006-07 , 62.381, 21 day avg , na, 21 day avg
2006-06 , 40.455, 22 day avg , na, 22 day avg
2006-05 , 80.609, 23 day avg , na, 23 day avg
2006-04 , 71.111, 18 day avg , na, 18 day avg
2006-03 , 46.000, 23 day avg , 1.304, 23 day avg
2006-02 , 59.850, 20 day avg , na, 20 day avg
2006-01 , 51.250, 20 day avg , na, 20 day avg
2005-12 , 68.650, 20 day avg , 2.850, 20 day avg
2005-11 , 89.739, 23 day avg , na, 23 day avg
2005-10 , 78.200, 20 day avg , na, 20 day avg
2005-09 , 41.500, 22 day avg , 0.636, 22 day avg
2005-08 , 53.130, 23 day avg , 0.087, 23 day avg
2005-07 , 95.429, 21 day avg , na, 21 day avg
2005-06 , 66.087, 23 day avg , 7.826, 23 day avg
2005-05 , 63.182, 22 day avg , na, 22 day avg
2005-04 , 53.200, 20 day avg , na, 20 day avg
2005-03 , 45.381, 21 day avg , 2.714, 21 day avg
2005-02 , 53.750, 20 day avg , na, 20 day avg
2005-01 , 48.750, 4 day avg , na, 4 day avg
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