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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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IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash).
Column ( 1) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 1.
Nearest maturity
. Number of observations : 17
Column ( 2) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 2.
2nd maturity
. Number of observations : 17
Column ( 3) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 3.
3rd maturity
. Number of observations : 17
Column ( 4) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 4.
4th maturity
. Number of observations : 17
Column ( 5) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 5.
5th maturity
. Number of observations : 17
Column ( 6) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 6.
6th maturity
. Number of observations : 17
Column ( 7) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 7.
7th maturity
. Number of observations : 17
Column ( 8) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 8.
8th maturity
. Number of observations : 17
Column ( 9) IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) maturity 9.
9th maturity
. Number of observations : 17
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 7:27 pm |
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| IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash) . Futures . Average Open Interest
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, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,, IB - 30 Day Interbank ,
, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,, Cash Rate (RBA Interba ,
, nk Overnight Cash) ,, nk Overnight Cash) ,, nk Overnight Cash) ,, nk Overnight Cash) ,, nk Overnight Cash) ,, nk Overnight Cash) ,, nk Overnight Cash) ,, nk Overnight Cash) ,, nk Overnight Cash) ,
, IB1st ,, IB2nd ,, IB3rd ,, IB4th ,, IB5th ,, IB6th ,, IB7th ,, IB8th ,, IB9th ,
, IB - 30 Day Interbank ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,, Seventh nearest expn ,, Eighth nearest expn ,, Ninth nearest expn ,
, Cash Rate (RBA Interb ,, ,, ,, ,, ,, ,, ,, ,, ,
, ank Overnight Cash); ,, ,, ,, ,, ,, ,, ,, ,, ,
, Nearest expiration ,, ,, ,, ,, ,, ,, ,, ,, ,
, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,, Jan.2005 to Jan.20.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2009.1 , 35211.770, 13 day avg , 20612.924, 13 day avg , 6623.077, 13 day avg , 4563.077, 13 day avg , 1992.308, 13 day avg , 1888.077, 13 day avg , 955.923, 13 day avg , 684.077, 13 day avg , 344.846, 13 day avg
2008.4 , 63757.641, 64 day avg , 31763.391, 64 day avg , 19294.688, 64 day avg , 7940.547, 64 day avg , 6097.313, 64 day avg , 3824.766, 64 day avg , 2536.750, 64 day avg , 1654.344, 64 day avg , 1246.531, 64 day avg
2008.3 , 77285.758, 66 day avg , 63348.410, 66 day avg , 24293.955, 66 day avg , 19620.258, 66 day avg , 10132.970, 66 day avg , 7777.000, 66 day avg , 4113.742, 66 day avg , 2678.712, 66 day avg , 1749.151, 66 day avg
2008.2 , 61654.586, 65 day avg , 56805.906, 65 day avg , 26344.416, 65 day avg , 14494.815, 65 day avg , 10002.800, 65 day avg , 3186.892, 65 day avg , 3867.492, 65 day avg , 2866.477, 65 day avg , 2727.077, 65 day avg
2008.1 , 61577.902, 62 day avg , 55621.695, 62 day avg , 26631.807, 62 day avg , 10492.000, 62 day avg , 5976.968, 62 day avg , 5168.645, 62 day avg , 1605.613, 62 day avg , 1088.161, 62 day avg , 834.742, 62 day avg
2007.4 , 77326.359, 64 day avg , 61563.266, 64 day avg , 24929.438, 64 day avg , 10124.328, 64 day avg , 5268.703, 64 day avg , 4807.359, 64 day avg , 4027.500, 64 day avg , 2385.188, 64 day avg , 1002.453, 64 day avg
2007.3 , 99489.172, 65 day avg , 53441.199, 65 day avg , 30875.277, 65 day avg , 20546.953, 65 day avg , 13490.954, 65 day avg , 7963.200, 65 day avg , 2070.461, 65 day avg , 1200.585, 65 day avg , 808.308, 65 day avg
2007.2 , 77505.156, 63 day avg , 79304.398, 63 day avg , 42332.824, 63 day avg , 19739.826, 63 day avg , 10208.381, 63 day avg , 5194.302, 63 day avg , 5366.349, 63 day avg , 1412.714, 63 day avg , 603.317, 63 day avg
2007.1 , 29583.822, 62 day avg , 49249.891, 63 day avg , 33772.414, 63 day avg , 12739.444, 63 day avg , 6704.540, 63 day avg , 8662.302, 63 day avg , 1602.333, 63 day avg , 1237.381, 63 day avg , 474.698, 63 day avg
2006.4 , 40140.063, 63 day avg , 28695.873, 63 day avg , 24579.143, 63 day avg , 18029.857, 63 day avg , 7090.095, 63 day avg , 2686.254, 63 day avg , 2464.302, 63 day avg , 888.651, 63 day avg , 593.587, 63 day avg
2006.3 , 41054.332, 63 day avg , 41931.203, 64 day avg , 18356.766, 64 day avg , 11511.250, 64 day avg , 8091.500, 64 day avg , 3429.078, 64 day avg , 1554.578, 64 day avg , 897.344, 64 day avg , 565.922, 64 day avg
2006.2 , 33587.258, 62 day avg , 35825.809, 63 day avg , 27231.174, 63 day avg , 12627.540, 63 day avg , 5091.667, 63 day avg , 4369.952, 63 day avg , 3347.127, 63 day avg , 1926.540, 63 day avg , 1087.556, 63 day avg
2006.1 , 33177.168, 60 day avg , 31452.428, 63 day avg , 26186.666, 63 day avg , 9335.096, 63 day avg , 8438.604, 63 day avg , 6471.587, 63 day avg , 4313.238, 63 day avg , 2764.270, 63 day avg , 2056.667, 63 day avg
2005.4 , 30629.672, 58 day avg , 24687.311, 61 day avg , 19227.689, 61 day avg , 15835.688, 61 day avg , 7174.328, 61 day avg , 4981.246, 61 day avg , 2171.606, 61 day avg , 1587.295, 61 day avg , 1085.656, 61 day avg
2005.3 , 29207.355, 62 day avg , 25708.785, 65 day avg , 14960.800, 65 day avg , 17080.416, 65 day avg , 9521.477, 65 day avg , 6011.000, 65 day avg , 3156.800, 65 day avg , 738.585, 65 day avg , 872.431, 65 day avg
2005.2 , 29635.984, 61 day avg , 20295.188, 64 day avg , 17113.219, 64 day avg , 16979.984, 64 day avg , 10653.281, 64 day avg , 5035.422, 64 day avg , 3866.172, 64 day avg , 1812.375, 64 day avg , 454.813, 64 day avg
2005.1 , 24379.445, 45 day avg , 29435.979, 47 day avg , 13380.979, 47 day avg , 5497.724, 47 day avg , 3580.149, 47 day avg , 2686.213, 47 day avg , 1982.532, 47 day avg , 827.872, 47 day avg , 140.426, 47 day avg
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