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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 |
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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 : 17
Column ( 2) YT - 3 Year Bonds (100 minus yield % p.a.) maturity 2.
2nd 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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| 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 ,
2009.1 , 351809.688, 13 day avg , na, 13 day avg
2008.4 , 505963.781, 64 day avg , 16439.000, 64 day avg
2008.3 , 614773.750, 66 day avg , 29904.408, 66 day avg
2008.2 , 562522.063, 65 day avg , 28948.646, 65 day avg
2008.1 , 780564.625, 62 day avg , 27268.984, 62 day avg
2007.4 , 749417.438, 64 day avg , 34920.344, 64 day avg
2007.3 , 689010.375, 65 day avg , 23475.523, 65 day avg
2007.2 , 707378.063, 63 day avg , 34528.906, 63 day avg
2007.1 , 616869.063, 63 day avg , 33816.871, 63 day avg
2006.4 , 609116.625, 63 day avg , 23248.809, 63 day avg
2006.3 , 465722.250, 64 day avg , 23552.219, 64 day avg
2006.2 , 465703.563, 63 day avg , 15857.556, 63 day avg
2006.1 , 396704.313, 63 day avg , 17007.873, 63 day avg
2005.4 , 367440.063, 61 day avg , 14010.360, 61 day avg
2005.3 , 420747.938, 65 day avg , 17181.678, 65 day avg
2005.2 , 398978.156, 64 day avg , 20703.734, 64 day avg
2005.1 , 384476.813, 47 day avg , 21292.064, 47 day avg
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