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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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YT - 3 Year Bonds (100 minus yield % p.a.).
Column ( 1) YT - 3 Year Bonds (100 minus yield % p.a.) maturity 1.
Nearest maturity
. Number of observations : 49
Column ( 2) YT - 3 Year Bonds (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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| YT - 3 Year Bonds (100 minus yield % p.a.) . Futures . Average Open Interest
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, YT - 3 Year Bonds (100 ,, YT - 3 Year Bonds (100 ,
, minus yield % p.a.) ,, minus yield % p.a.) ,
, YT1st ,, YT2nd ,
, YT - 3 Year Bonds (10 ,, 2nd nearest expn ,
, 0 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 , 351809.688, 13 day avg , na, 13 day avg
2008-12 , 356185.156, 21 day avg , 49226.809, 21 day avg
2008-11 , 560965.625, 20 day avg , 916.650, 20 day avg
2008-10 , 594890.438, 23 day avg , na, 23 day avg
2008-09 , 624306.500, 22 day avg , 88609.000, 22 day avg
2008-08 , 735657.125, 21 day avg , 1156.810, 21 day avg
2008-07 , 495283.594, 23 day avg , na, 23 day avg
2008-06 , 562015.500, 21 day avg , 89083.000, 21 day avg
2008-05 , 606157.438, 22 day avg , 496.318, 22 day avg
2008-04 , 519370.406, 22 day avg , na, 22 day avg
2008-03 , 806513.188, 19 day avg , 88959.313, 19 day avg
2008-02 , 838882.125, 21 day avg , 21.429, 21 day avg
2008-01 , 702488.063, 22 day avg , na, 22 day avg
2007-12 , 707340.375, 19 day avg , 117272.734, 19 day avg
2007-11 , 892883.438, 22 day avg , 305.455, 22 day avg
2007-10 , 646948.875, 23 day avg , na, 23 day avg
2007-09 , 592329.375, 20 day avg , 76224.250, 20 day avg
2007-08 , 817858.000, 23 day avg , 61.913, 23 day avg
2007-07 , 642197.500, 22 day avg , na, 22 day avg
2007-06 , 665849.125, 21 day avg , 102363.383, 21 day avg
2007-05 , 723402.313, 23 day avg , 1116.957, 23 day avg
2007-04 , 733880.500, 19 day avg , na, 19 day avg
2007-03 , 645112.250, 22 day avg , 87739.000, 22 day avg
2007-02 , 651547.875, 20 day avg , 6458.350, 20 day avg
2007-01 , 554253.938, 21 day avg , 3382.762, 21 day avg
2006-12 , 559062.563, 19 day avg , 77088.156, 19 day avg
2006-11 , 664056.750, 22 day avg , na, 22 day avg
2006-10 , 597404.625, 22 day avg , na, 22 day avg
2006-09 , 449526.094, 21 day avg , 71595.617, 21 day avg
2006-08 , 507702.594, 22 day avg , 174.273, 22 day avg
2006-07 , 437939.063, 21 day avg , na, 21 day avg
2006-06 , 419465.688, 22 day avg , 45365.363, 22 day avg
2006-05 , 504494.406, 23 day avg , 42.957, 23 day avg
2006-04 , 472650.625, 18 day avg , na, 18 day avg
2006-03 , 354784.875, 22 day avg , 48702.000, 22 day avg
2006-02 , 394523.344, 20 day avg , 2.600, 20 day avg
2006-01 , 442696.938, 21 day avg , na, 21 day avg
2005-12 , 329294.313, 20 day avg , 42731.602, 20 day avg
2005-11 , 405686.906, 20 day avg , na, 20 day avg
2005-10 , 367343.844, 21 day avg , na, 21 day avg
2005-09 , 400798.219, 22 day avg , 50700.410, 22 day avg
2005-08 , 430255.906, 22 day avg , 63.636, 22 day avg
2005-07 , 431687.375, 21 day avg , na, 21 day avg
2005-06 , 392409.813, 21 day avg , 63084.953, 21 day avg
2005-05 , 415348.594, 22 day avg , 11.591, 22 day avg
2005-04 , 388396.281, 21 day avg , na, 21 day avg
2005-03 , 362737.000, 22 day avg , 45487.590, 22 day avg
2005-02 , 415505.344, 20 day avg , na, 20 day avg
2005-01 , 356017.813, 5 day avg , na, 5 day avg
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