|
|
| SFE
- Sydney Futures Exchange (SFE)
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
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 : 209
Column ( 2) YT - 3 Year Bonds (100 minus yield % p.a.) maturity 2.
2nd maturity
. Number of observations : 209
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 7:27 pm |
|
| YT - 3 Year Bonds (100 minus yield % p.a.) . Futures . Average Open Interest
|
|
, 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 ,
2009-01-23 , 367841.500, 2 day avg , na,
2009-01-16 , 380618.406, 5 day avg , na,
2009-01-09 , 330042.406, 5 day avg , na,
2009-01-02 , 279964.500, 4 day avg , na,
2008-12-26 , 273252.656, 3 day avg , na,
2008-12-19 , 242424.594, 5 day avg , 53474.398, 5 day avg
2008-12-12 , 382193.813, 5 day avg , 142415.203, 5 day avg
2008-12-05 , 540343.813, 5 day avg , 10863.000, 5 day avg
2008-11-28 , 558134.000, 5 day avg , 3661.400, 5 day avg
2008-11-21 , 592616.188, 5 day avg , 5.200, 5 day avg
2008-11-14 , 548494.625, 5 day avg , na,
2008-11-07 , 544617.813, 5 day avg , na,
2008-10-31 , 519420.188, 5 day avg , na,
2008-10-24 , 511547.594, 5 day avg , na,
2008-10-17 , 688382.000, 5 day avg , na,
2008-10-10 , 664425.375, 5 day avg , na,
2008-10-03 , 589783.188, 5 day avg , na,
2008-09-26 , 557486.813, 5 day avg , na,
2008-09-19 , 506681.406, 5 day avg , 108156.797, 5 day avg
2008-09-12 , 680227.625, 5 day avg , 263940.000, 5 day avg
2008-09-05 , 765490.375, 5 day avg , 17782.801, 5 day avg
2008-08-29 , 741335.188, 5 day avg , 4858.600, 5 day avg
2008-08-22 , 733961.375, 5 day avg , na,
2008-08-15 , 817573.000, 5 day avg , na,
2008-08-08 , 673964.625, 5 day avg , na,
2008-08-01 , 555625.813, 5 day avg , na,
2008-07-25 , 520338.406, 5 day avg , na,
2008-07-18 , 479848.406, 5 day avg , na,
2008-07-11 , 442994.188, 5 day avg , na,
2008-07-04 , 500090.594, 5 day avg , na,
2008-06-27 , 453057.594, 5 day avg , na,
2008-06-20 , 382628.000, 5 day avg , 91203.000, 5 day avg
2008-06-13 , 711210.000, 5 day avg , 241485.406, 5 day avg
2008-06-06 , 715902.625, 5 day avg , 41460.199, 5 day avg
2008-05-30 , 677627.188, 5 day avg , 2183.800, 5 day avg
2008-05-23 , 634280.188, 5 day avg , na,
2008-05-16 , 554007.813, 5 day avg , na,
2008-05-09 , 527887.000, 5 day avg , na,
2008-05-02 , 660121.000, 5 day avg , na,
2008-04-25 , 628925.375, 5 day avg , na,
2008-04-18 , 474337.188, 5 day avg , na,
2008-04-11 , 441442.406, 5 day avg , na,
2008-04-04 , 433117.188, 5 day avg , na,
2008-03-28 , 417136.750, 4 day avg , na,
2008-03-21 , 414069.000, 4 day avg , 119953.500, 4 day avg
2008-03-14 ,1246557.000, 5 day avg , 224059.406, 5 day avg
2008-03-07 ,1073805.625, 5 day avg , 18023.199, 5 day avg
2008-02-29 , 914969.813, 5 day avg , 50.000, 5 day avg
2008-02-22 , 929217.000, 5 day avg , 40.000, 5 day avg
2008-02-15 , 803640.000, 5 day avg , na,
2008-02-08 , 741502.813, 5 day avg , na,
2008-02-01 , 792479.000, 5 day avg , na,
2008-01-25 , 854750.188, 5 day avg , na,
2008-01-18 , 664564.188, 5 day avg , na,
2008-01-11 , 591306.625, 5 day avg , na,
2008-01-04 , 530255.000, 4 day avg , na,
2007-12-28 , 507071.344, 3 day avg , na,
2007-12-21 , 434993.594, 5 day avg , 112673.602, 5 day avg
2007-12-14 , 897081.000, 5 day avg , 317554.406, 5 day avg
2007-12-07 , 949194.625, 5 day avg , 15408.400, 5 day avg
2007-11-30 , 877215.000, 5 day avg , 960.000, 5 day avg
2007-11-23 , 932051.375, 5 day avg , 384.000, 5 day avg
2007-11-16 , 901980.813, 5 day avg , na,
2007-11-09 , 878068.000, 5 day avg , na,
2007-11-02 , 768865.000, 5 day avg , na,
2007-10-26 , 703156.188, 5 day avg , na,
2007-10-19 , 652623.000, 5 day avg , na,
2007-10-12 , 598963.000, 5 day avg , na,
2007-10-05 , 591729.000, 5 day avg , na,
2007-09-28 , 529905.813, 5 day avg , na,
2007-09-21 , 429405.188, 5 day avg , 95873.398, 5 day avg
2007-09-14 , 613293.813, 5 day avg , 194833.203, 5 day avg
2007-09-07 , 796712.813, 5 day avg , 14190.400, 5 day avg
2007-08-31 , 781590.188, 5 day avg , 284.800, 5 day avg
2007-08-24 , 976376.625, 5 day avg , na,
2007-08-17 , 823060.188, 5 day avg , na,
2007-08-10 , 701748.813, 5 day avg , na,
2007-08-03 , 772945.000, 5 day avg , na,
2007-07-27 , 690977.000, 5 day avg , na,
2007-07-20 , 590837.625, 5 day avg , na,
2007-07-13 , 615379.375, 5 day avg , na,
2007-07-06 , 634901.000, 5 day avg , na,
2007-06-29 , 588910.375, 5 day avg , na,
2007-06-22 , 580184.188, 5 day avg , na,
2007-06-15 , 676983.625, 5 day avg , 348378.000, 5 day avg
2007-06-08 , 801833.375, 5 day avg , 78377.797, 5 day avg
2007-06-01 , 739300.000, 5 day avg , 8008.400, 5 day avg
2007-05-25 , 726046.625, 5 day avg , 300.000, 5 day avg
2007-05-18 , 729983.813, 5 day avg , na,
2007-05-11 , 714969.188, 5 day avg , na,
2007-05-04 , 738245.813, 5 day avg , na,
2007-04-27 , 855165.000, 5 day avg , na,
2007-04-20 , 714782.000, 5 day avg , na,
2007-04-13 , 660920.500, 4 day avg , na,
2007-04-06 , 647278.000, 4 day avg , na,
2007-03-30 , 575737.188, 5 day avg , na,
2007-03-23 , 623707.000, 5 day avg , na,
2007-03-16 , 611584.625, 5 day avg , 295753.000, 5 day avg
2007-03-09 , 726429.813, 5 day avg , 81182.203, 5 day avg
2007-03-02 , 738299.625, 5 day avg , 12992.600, 5 day avg
2007-02-23 , 625238.375, 5 day avg , 6458.000, 5 day avg
2007-02-16 , 626906.000, 5 day avg , 6458.000, 5 day avg
2007-02-09 , 678730.188, 5 day avg , 6458.000, 5 day avg
2007-02-02 , 591763.188, 5 day avg , 6458.000, 5 day avg
2007-01-26 , 635100.375, 5 day avg , 6458.000, 5 day avg
2007-01-19 , 543834.188, 5 day avg , 3874.800, 5 day avg
2007-01-12 , 522583.813, 5 day avg , na,
2007-01-05 , 454396.000, 3 day avg , na,
2006-12-29 , 435595.656, 3 day avg , na,
2006-12-22 , 455875.000, 5 day avg , na,
2006-12-15 , 472865.594, 5 day avg , 266297.000, 5 day avg
2006-12-08 , 795087.375, 5 day avg , 26638.000, 5 day avg
2006-12-01 , 692246.375, 5 day avg , na,
2006-11-24 , 651653.813, 5 day avg , na,
2006-11-17 , 670672.813, 5 day avg , na,
2006-11-10 , 661587.188, 5 day avg , na,
2006-11-03 , 640385.375, 5 day avg , na,
2006-10-27 , 649234.813, 5 day avg , na,
2006-10-20 , 605267.375, 5 day avg , na,
2006-10-13 , 627717.813, 5 day avg , na,
2006-10-06 , 490917.000, 5 day avg , na,
2006-09-29 , 473435.000, 5 day avg , na,
2006-09-22 , 473469.594, 5 day avg , na,
2006-09-15 , 356313.000, 5 day avg , 279476.188, 5 day avg
2006-09-08 , 479915.188, 5 day avg , 19862.600, 5 day avg
2006-09-01 , 509485.594, 5 day avg , 2129.600, 5 day avg
2006-08-25 , 534998.188, 5 day avg , na,
2006-08-18 , 496853.250, 4 day avg , na,
2006-08-11 , 496372.813, 5 day avg , na,
2006-08-04 , 498853.594, 5 day avg , na,
2006-07-28 , 473651.000, 5 day avg , na,
2006-07-21 , 441952.188, 5 day avg , na,
2006-07-14 , 420130.594, 5 day avg , na,
2006-07-07 , 405185.594, 5 day avg , na,
2006-06-30 , 426905.188, 5 day avg , na,
2006-06-23 , 398794.594, 5 day avg , na,
2006-06-16 , 334159.594, 5 day avg , 177260.406, 5 day avg
2006-06-09 , 487924.000, 5 day avg , 21807.801, 5 day avg
2006-06-02 , 489804.188, 5 day avg , 737.000, 5 day avg
2006-05-26 , 534085.000, 5 day avg , na,
2006-05-19 , 515660.406, 5 day avg , na,
2006-05-12 , 495755.813, 5 day avg , na,
2006-05-05 , 483234.406, 5 day avg , na,
2006-04-28 , 509003.000, 5 day avg , na,
2006-04-21 , 472214.000, 4 day avg , na,
2006-04-14 , 455538.750, 4 day avg , na,
2006-04-07 , 450337.000, 5 day avg , na,
2006-03-31 , 370670.750, 4 day avg , na,
2006-03-24 , 335761.000, 5 day avg , na,
2006-03-17 , 319786.000, 5 day avg , 170685.406, 5 day avg
2006-03-10 , 377969.813, 5 day avg , 39260.199, 5 day avg
2006-03-03 , 387127.406, 5 day avg , 4353.600, 5 day avg
2006-02-24 , 395203.188, 5 day avg , na,
2006-02-17 , 382590.406, 5 day avg , na,
2006-02-10 , 398928.000, 5 day avg , na,
2006-02-03 , 433965.406, 5 day avg , na,
2006-01-27 , 501069.188, 5 day avg , na,
2006-01-20 , 447580.406, 5 day avg , na,
2006-01-13 , 428345.594, 5 day avg , na,
2006-01-06 , 367013.750, 4 day avg , na,
2005-12-30 , 311242.000, 3 day avg , na,
2005-12-23 , 307639.813, 5 day avg , na,
2005-12-16 , 297842.813, 5 day avg , 156612.406, 5 day avg
2005-12-09 , 380511.594, 5 day avg , 14278.600, 5 day avg
2005-12-02 , 377480.406, 5 day avg , 35.400, 5 day avg
2005-11-25 , 424034.500, 4 day avg , na,
2005-11-18 , 417400.000, 4 day avg , na,
2005-11-11 , 415363.406, 5 day avg , na,
2005-11-04 , 375781.188, 5 day avg , na,
2005-10-28 , 389686.813, 5 day avg , na,
2005-10-21 , 367202.188, 5 day avg , na,
2005-10-14 , 371043.594, 5 day avg , na,
2005-10-07 , 340324.406, 5 day avg , na,
2005-09-30 , 367361.813, 5 day avg , na,
2005-09-23 , 356277.000, 5 day avg , na,
2005-09-16 , 326418.000, 5 day avg , 205272.406, 5 day avg
2005-09-09 , 497171.188, 5 day avg , 16604.000, 5 day avg
2005-09-02 , 508331.000, 5 day avg , 1485.400, 5 day avg
2005-08-26 , 421530.750, 4 day avg , na,
2005-08-19 , 423644.594, 5 day avg , na,
2005-08-12 , 447434.188, 5 day avg , na,
2005-08-05 , 392775.813, 5 day avg , na,
2005-07-29 , 401751.188, 5 day avg , na,
2005-07-22 , 442530.188, 5 day avg , na,
2005-07-15 , 464510.813, 5 day avg , na,
2005-07-08 , 412562.188, 5 day avg , na,
2005-07-01 , 411838.406, 5 day avg , na,
2005-06-24 , 384027.813, 5 day avg , na,
2005-06-17 , 312257.750, 4 day avg , 188979.250, 4 day avg
2005-06-10 , 427662.000, 5 day avg , 112011.602, 5 day avg
2005-06-03 , 448121.406, 5 day avg , 1812.800, 5 day avg
2005-05-27 , 436365.813, 5 day avg , na,
2005-05-20 , 413464.594, 5 day avg , na,
2005-05-13 , 402859.406, 5 day avg , na,
2005-05-06 , 393242.000, 5 day avg , na,
2005-04-29 , 371038.406, 5 day avg , na,
2005-04-22 , 380139.594, 5 day avg , na,
2005-04-15 , 390907.406, 5 day avg , na,
2005-04-08 , 401202.813, 5 day avg , na,
2005-04-01 , 379910.000, 5 day avg , na,
2005-03-25 , 353899.750, 4 day avg , na,
2005-03-18 , 272795.188, 5 day avg , 124187.602, 5 day avg
2005-03-11 , 404604.813, 5 day avg , 75747.602, 5 day avg
2005-03-04 , 426973.813, 5 day avg , 210.200, 5 day avg
2005-02-25 , 421152.406, 5 day avg , na,
2005-02-18 , 420101.594, 5 day avg , na,
2005-02-11 , 459858.188, 5 day avg , na,
2005-02-04 , 350280.188, 5 day avg , na,
2005-01-28 , 354077.750, 4 day avg , na,
|