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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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XT - 10 Year Bonds (100 minus yield % p.a.).
Column ( 1) XT - 10 Year Bonds (100 minus yield % p.a.) maturity 1.
Nearest maturity
. Number of observations : 49
Column ( 2) XT - 10 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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| XT - 10 Year Bonds (100 minus yield % p.a.) . Futures . Average Open Interest
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, XT - 10 Year Bonds (10 ,, XT - 10 Year Bonds (10 ,
, 0 minus yield % p.a.) ,, 0 minus yield % p.a.) ,
, XT1st ,, XT2nd ,
, XT - 10 Year Bonds ,, 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 , 282714.844, 13 day avg , na, 13 day avg
2008-12 , 263278.719, 21 day avg , 47766.238, 21 day avg
2008-11 , 347951.250, 20 day avg , 772.350, 20 day avg
2008-10 , 425987.219, 23 day avg , na, 23 day avg
2008-09 , 452445.906, 22 day avg , 64744.910, 22 day avg
2008-08 , 470199.906, 21 day avg , 821.524, 21 day avg
2008-07 , 459471.906, 23 day avg , na, 23 day avg
2008-06 , 468302.563, 21 day avg , 87640.766, 21 day avg
2008-05 , 454533.094, 22 day avg , 433.682, 22 day avg
2008-04 , 454972.781, 22 day avg , na, 22 day avg
2008-03 , 511944.625, 19 day avg , 75944.844, 19 day avg
2008-02 , 516091.563, 21 day avg , 0.524, 21 day avg
2008-01 , 507492.375, 22 day avg , na, 22 day avg
2007-12 , 550383.500, 19 day avg , 107254.477, 19 day avg
2007-11 , 616693.875, 22 day avg , na, 22 day avg
2007-10 , 509255.125, 23 day avg , na, 23 day avg
2007-09 , 446441.813, 20 day avg , 72428.203, 20 day avg
2007-08 , 634102.250, 23 day avg , 21.304, 23 day avg
2007-07 , 561212.938, 22 day avg , na, 22 day avg
2007-06 , 507572.906, 21 day avg , 87510.234, 21 day avg
2007-05 , 453668.969, 23 day avg , 125.000, 23 day avg
2007-04 , 463637.000, 19 day avg , na, 19 day avg
2007-03 , 430762.219, 22 day avg , 65538.773, 22 day avg
2007-02 , 488585.344, 20 day avg , 5.450, 20 day avg
2007-01 , 448291.281, 21 day avg , na, 21 day avg
2006-12 , 464470.250, 19 day avg , 78076.633, 19 day avg
2006-11 , 493651.531, 22 day avg , 23.455, 22 day avg
2006-10 , 447483.906, 22 day avg , na, 22 day avg
2006-09 , 369139.375, 21 day avg , 65738.141, 21 day avg
2006-08 , 370698.313, 22 day avg , 305.636, 22 day avg
2006-07 , 323626.750, 21 day avg , na, 21 day avg
2006-06 , 309993.219, 22 day avg , 43519.453, 22 day avg
2006-05 , 350632.125, 23 day avg , 1.261, 23 day avg
2006-04 , 350877.063, 18 day avg , na, 18 day avg
2006-03 , 310806.094, 22 day avg , 43653.137, 22 day avg
2006-02 , 321637.594, 20 day avg , 2.000, 20 day avg
2006-01 , 330225.844, 21 day avg , na, 21 day avg
2005-12 , 296573.156, 20 day avg , 48912.602, 20 day avg
2005-11 , 311479.750, 20 day avg , 4.500, 20 day avg
2005-10 , 306243.438, 21 day avg , na, 21 day avg
2005-09 , 288870.719, 22 day avg , 41394.727, 22 day avg
2005-08 , 311136.219, 22 day avg , 8.045, 22 day avg
2005-07 , 309560.844, 21 day avg , na, 21 day avg
2005-06 , 288379.063, 21 day avg , 41554.617, 21 day avg
2005-05 , 291128.219, 22 day avg , 0.136, 22 day avg
2005-04 , 280035.750, 21 day avg , na, 21 day avg
2005-03 , 274837.313, 22 day avg , 41745.285, 21 day avg
2005-02 , 286680.594, 20 day avg , 183.400, 20 day avg
2005-01 , 268816.813, 5 day avg , na, 5 day avg
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