- Rate Futures . yield Data 100 pa Sydney % SFE Interest Futures Exchange Year 3 SFE Swaps YS minus Prices Volume close Open Interest |ES|

E C O N S T A T S ^TM

	.
spot		EIA daily energy spot prices	EIA weekly petroleum stocks & prodn	EIA weekly natural gas stocks	S P O T
		EIA Monthly Energy Review	wholesale electricity	Steel_spot
		Metal_Eng	Metal_Lon	Cocoa
		Malay Rubber
USA		CBOT settle price	CBOT close price volume open int	CCX	D E R I V A T I V E S
		CME	ONEchic	CBOE
		NYBOT	NYMEX	COMEX
		CFTC COT	KCBT	BOX
		MGEmin	ROFEX
Americas		BM&F	BdCer	MexDer
Americas		MontX	WCEwin
England		IPE_ICE	LIFFE	LME
Euro Afri		BCE	EUREX	EuroNext
		MATIF	SAFEX	ECEX
		DME
Japan		c-com Chubu	FFE	KANEX
		c-com OSAMEX	TGE	TIFFE TFX
		TOCOM	Yoko
India		NCDEX	NMCEIL (nmce)	MCX
China		DCE	SHFE	ZCE
Far East		HKEx	kofex krx	SFE
Far East		SGX	SICOM	TAIFEX

SFE - Sydney Futures Exchange (SFE)

Commodities / Miscellaneous
	FW - Fine Wool (cents / kg cleanweight) . 8814	BW - Broad Wool . 8838	GW - Greasy Wool . 8815	CT - MLA/SFE Cattle Futures . 8820
	PT - Listed Property Trust . 828	AF - AUD (USD / one AUD) . 1739	NW - NZ Broad Wool . 156
Equity Index Futures
	AP - SPI 200 (A$25 x SPI200) . 6803	ZI - FoX15 Gross Share Price Index . 2043
Equity (Individual Share Futures)
	CA - RIO ISF . 2833	TA - TLS ISF . 2809	BL - BHP ISF . 2749	BO - BLD ISF . 2729
	AZ - ANZ ISF . 2731	BC - WBC ISF . 2687	BP - BSL ISF . 2718	CB - CBA ISF . 2723
	NB - NAB ISF . 2703	CM - CML ISF . 2688	LH - LHG ISF . 2215	WB - WBC ISF (Cash Settled) . 728
	NM - NCM ISF . 1174	TB - TAH ISF . 1133	CS - RIN ISF . 1145	PM - AMP ISF . 1101
	WD - WPL ISF . 1101	WM - AWC ISF . 1100	WW - WOW ISF . 1101	AR - AMC ISF . 1111
	CI - CBA ISF (Cash Settled) . 1106	SG - SGB ISF . 1055	SU - SUN ISF . 1056	WE - WSF ISF . 1055
	WF - WES ISF . 1056	AX - AXA ISF . 1079	BM - BIL ISF . 1072	CC - CCL ISF . 1068
	FB - FGL ISF . 1068	FX - FXJ ISF . 1066	IA - IAG ISF . 1051	LL - LLC ISF . 1052
	MY - SYB ISF . 1046	MA - MYP ISF . 393	PB - PBL ISF . 1043	PC - ANN ISF . 1041
	QB - QBE ISF . 1044	QN - QAN ISF . 1041	TE - TLS ISF (Cash Settled) . 2340	RE - WMR ISF . 241
	SR - SRP ISF . 214	NU - NCP ISF . 1
Interest Rates / Bonds
	IB - 30 Day Interbank Cash Rate . 9135	IR - 90-Day Bank Bills . 9135	YT - 3 Year Bonds . 2030	YS - 3 Year Interest Rate Swaps . 1308
	XT - 10 Year Bonds . 2029	XS - 10 Year Interest Rate Swaps . 1305	UA - AU/US 10 yr Bond Spread . 2026	BB - 90 Day Bank Bill . 8553
	TY - 3 Year Stock . 2038	TN - 10 Year Stock . 2038	ZO - NZ 30 Day OCR Interbank . 5299	BX - Bond Index . 1042
	KY - NZ/AU 3 yr Bond Spread . 520	KX - NZ/AU 10 yr Bond Spread . 517
Electricity (power)
	BN - d-cypha NSW Base Load Elect . 9053	BQ - d-cypha QLD Base Load Elect . 9014	BS - d-cypha SA Base Load Elect . 8965	BV - d-cypha VIC Base Load Elect . 8962
	PN - d-cypha NSW Peak Period Elect . 8944	PQ - d-cypha QLD Peak Period Elect . 8928	PS - d-cypha SA Peak Period Elect . 8910	PV - d-cypha VIC Peak Period Elect . 8901
	GN - d-cypha NSW Base $300 CAP . 8667	GQ - d-cypha QLD Base $300 CAP . 8660	GS - d-cypha SA Base $300 CAP . 8651	GV - d-cypha VIC Base $300 CAP . 8643

Frequency :

Day

End of ...

week

PVO

Volume

Open Interest

Derivatives Class :

Futures

Options

Other Derivatives

YS - 3 Year Interest Rate Swaps (100 minus yield % pa).
Column ( 1) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) maturity 1. Nearest maturity . Number of observations : 137
Column ( 2) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) maturity 2. 2nd maturity . Number of observations : 137
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 7:27 pm

YS - 3 Year Interest Rate Swaps (100 minus yield % pa) . Futures . Average Open Interest

             , YS - 3 Year Interest   ,, YS - 3 Year Interest   ,
             , Rate Swaps (100 minus  ,, Rate Swaps (100 minus  ,
             , yield % pa)            ,, yield % pa)            ,
             , YS1st                  ,, YS2nd                  ,
             , YS - 3 Year Interest   ,, 2nd nearest expn       ,
             , Rate Swaps (100 minus  ,,                        ,
             , yield % pa); 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   ,                    na,  ,                    na,  
2009-01-16   ,                    na,  ,                    na,  
2009-01-09   ,                    na,  ,                    na,  
2009-01-02   ,                    na,  ,                    na,  
2008-12-26   ,                    na,  ,                    na,  
2008-12-19   ,                    na,  ,                    na,  
2008-12-12   ,                    na,  ,                    na,  
2008-12-05   ,                    na,  ,                    na,  
2008-11-28   ,                    na,  ,                    na,  
2008-11-21   ,                    na,  ,                    na,  
2008-11-14   ,                    na,  ,                    na,  
2008-11-07   ,                    na,  ,                    na,  
2008-10-31   ,                    na,  ,                    na,  
2008-10-24   ,                    na,  ,                    na,  
2008-10-17   ,                    na,  ,                    na,  
2008-10-10   ,                    na,  ,                    na,  
2008-10-03   ,                    na,  ,                    na,  
2008-09-26   ,                    na,  ,                    na,  
2008-09-19   ,                    na,  ,                    na,  
2008-09-12   ,                    na,  ,                    na,  
2008-09-05   ,                    na,  ,                    na,  
2008-08-29   ,                    na,  ,                    na,  
2008-08-22   ,                    na,  ,                    na,  
2008-08-15   ,                    na,  ,                    na,  
2008-08-08   ,                    na,  ,                    na,  
2008-08-01   ,                    na,  ,                    na,  
2008-07-25   ,                    na,  ,                    na,  
2008-07-18   ,                    na,  ,                    na,  
2008-07-11   ,                    na,  ,                    na,  
2008-07-04   ,                    na,  ,                    na,  
2008-06-27   ,                    na,  ,                    na,  
2008-06-20   ,                    na,  ,                    na,  
2008-06-13   ,                    na,  ,                    na,  
2008-06-06   ,                    na,  ,                    na,  
2008-05-30   ,                    na,  ,                    na,  
2008-05-23   ,                    na,  ,                    na,  
2008-05-16   ,                    na,  ,                    na,  
2008-05-09   ,                    na,  ,                    na,  
2008-05-02   ,                    na,  ,                    na,  
2008-04-25   ,                    na,  ,                    na,  
2008-04-18   ,                    na,  ,                    na,  
2008-04-11   ,                    na,  ,                    na,  
2008-04-04   ,                    na,  ,                    na,  
2008-03-28   ,                    na,  ,                    na,  
2008-03-21   ,                    na,  ,                    na,  
2008-03-14   ,                    na,  ,                    na,  
2008-03-07   ,                    na,  ,                    na,  
2008-02-29   ,                    na,  ,                    na,  
2008-02-22   ,                    na,  ,                    na,  
2008-02-15   ,                    na,  ,                    na,  
2008-02-08   ,                    na,  ,                    na,  
2008-02-01   ,                    na,  ,                    na,  
2008-01-25   ,                    na,  ,                    na,  
2008-01-18   ,                    na,  ,                    na,  
2008-01-11   ,                    na,  ,                    na,  
2008-01-04   ,                    na,  ,                    na,  
2007-12-28   ,                    na,  ,                    na,  
2007-12-21   ,                    na,  ,                    na,  
2007-12-14   ,                    na,  ,                    na,  
2007-12-07   ,                    na,  ,                    na,  
2007-11-30   ,                    na,  ,                    na,  
2007-11-23   ,                    na,  ,                    na,  
2007-11-16   ,                    na,  ,                    na,  
2007-11-09   ,                    na,  ,                    na,  
2007-11-02   ,                    na,  ,                    na,  
2007-10-26   ,                    na,  ,                    na,  
2007-10-19   ,                    na,  ,                    na,  
2007-10-12   ,                    na,  ,                    na,  
2007-10-05   ,                    na,  ,                    na,  
2007-09-28   ,                    na,  ,                    na,  
2007-09-21   ,                    na,  ,                    na,  
2007-09-14   ,                    na,  ,                    na,  
2007-09-07   ,                    na,  ,                    na,  
2007-08-31   ,                    na,  ,                    na,  
2007-08-24   ,                    na,  ,                    na,  
2007-08-17   ,                    na,  ,                    na,  
2007-08-10   ,                    na,  ,                    na,  
2007-08-03   ,                    na,  ,                    na,  
2007-07-27   ,                    na,  ,                    na,  
2007-07-20   ,                    na,  ,                    na,  
2007-07-13   ,                    na,  ,                    na,  
2007-07-06   ,                    na,  ,                    na,  
2007-06-29   ,                    na,  ,                    na,  
2007-06-22   ,                    na,  ,                    na,  
2007-06-15   ,                    na,  ,                    na,  
2007-06-08   ,                    na,  ,                    na,  
2007-06-01   ,                    na,  ,                    na,  
2007-05-25   ,                    na,  ,                    na,  
2007-05-18   ,                    na,  ,                    na,  
2007-05-11   ,                    na,  ,                    na,  
2007-05-04   ,                    na,  ,                    na,  
2007-04-27   ,                    na,  ,                    na,  
2007-04-20   ,                    na,  ,                    na,  
2007-04-13   ,                    na,  ,                    na,  
2007-04-06   ,                    na,  ,                    na,  
2007-03-30   ,                    na,  ,                    na,  
2007-03-23   ,                    na,  ,                    na,  
2007-03-16   ,                    na,  ,                    na,  
2007-03-09   ,                    na,  ,                    na,  
2007-03-02   ,                    na,  ,                    na,  
2007-02-23   ,                    na,  ,                    na,  
2007-02-16   ,                    na,  ,                    na,  
2007-02-09   ,                    na,  ,                    na,  
2007-02-02   ,                    na,  ,                    na,  
2007-01-26   ,                    na,  ,                    na,  
2007-01-19   ,                    na,  ,                    na,  
2007-01-12   ,                    na,  ,                    na,  
2007-01-05   ,                    na,  ,                    na,  
2006-12-29   ,                    na,  ,                    na,  
2006-12-22   ,                    na,  ,                    na,  
2006-12-15   ,                    na,  ,                    na,  
2006-12-08   ,                    na,  ,                    na,  
2006-12-01   ,                    na,  ,                    na,  
2006-11-24   ,                    na,  ,                    na,  
2006-11-17   ,                    na,  ,                    na,  
2006-11-10   ,                    na,  ,                    na,  
2006-11-03   ,                    na,  ,                    na,  
2006-10-27   ,                    na,  ,                    na,  
2006-10-20   ,                    na,  ,                    na,  
2006-10-13   ,                    na,  ,                    na,  
2006-10-06   ,                    na,  ,                    na,  
2006-09-29   ,                    na,  ,                    na,  
2006-09-22   ,                    na,  ,                    na,  
2006-09-15   ,                    na,  ,                    na,  
2006-09-08   ,                    na,  ,                    na,  
2006-09-01   ,                    na,  ,                    na,  
2006-08-25   ,                    na,  ,                    na,  
2006-08-18   ,                    na,  ,                    na,  
2006-08-11   ,                    na,  ,                    na,  
2006-08-04   ,                    na,  ,                    na,  
2006-07-28   ,                    na,  ,                    na,  
2006-07-21   ,                    na,  ,                    na,  
2006-07-14   ,                    na,  ,                    na,  
2006-07-07   ,                    na,  ,                    na,  
2006-06-30   ,                    na,  ,                    na,  
2006-06-23   ,                    na,  ,                    na,  
2006-06-16   ,                    na,  ,                    na,  
2006-06-09   ,                    na,  ,                    na,  
2006-06-02   ,                    na,  ,                    na,  
2006-05-26   ,                    na,  ,                    na,  
2006-05-19   ,                    na,  ,                    na,  
2006-05-12   ,                    na,  ,                    na,  
2006-05-05   ,                    na,  ,                    na,  
2006-04-28   ,                    na,  ,                    na,  
2006-04-21   ,                    na,  ,                    na,  
2006-04-14   ,                    na,  ,                    na,  
2006-04-07   ,                    na,  ,                    na,  
2006-03-31   ,                    na,  ,                    na,  
2006-03-24   ,                    na,  ,                    na,  
2006-03-17   ,                    na,  ,                    na,  
2006-03-10   ,                    na,  ,                    na,  
2006-03-03   ,                    na,  ,                    na,  
2006-02-24   ,                    na,  ,                    na,  
2006-02-17   ,                    na,  ,                    na,  
2006-02-10   ,                    na,  ,                    na,  
2006-02-03   ,                    na,  ,                    na,  
2006-01-27   ,                    na,  ,                    na,  
2006-01-20   ,                    na,  ,                    na,  
2006-01-13   ,                    na,  ,                    na,  
2006-01-06   ,                    na,  ,                    na,  
2005-12-30   ,                    na,  ,                    na,  
2005-12-23   ,                    na,  ,                    na,  
2005-12-16   ,                    na,  ,                    na,  
2005-12-09   ,                    na,  ,                    na,  
2005-12-02   ,                    na,  ,                    na,  
2005-11-25   ,                    na,  ,                    na,  
2005-11-18   ,                    na,  ,                    na,  
2005-11-11   ,                    na,  ,                    na,  
2005-11-04   ,                    na,  ,                    na,  
2005-10-28   ,                    na,  ,                    na,  
2005-10-21   ,                    na,  ,                    na,  
2005-10-14   ,                    na,  ,                    na,  
2005-10-07   ,                    na,  ,                    na,  
2005-09-30   ,                    na,  ,                    na,  
2005-09-23   ,                    na,  ,                    na,  
2005-09-16   ,                    na,  ,                    na,  
2005-09-09   ,                    na,  ,                    na,  
2005-09-02   ,                    na,  ,                    na,  
2005-08-26   ,                    na,  ,                    na,  
2005-08-19   ,                    na,  ,                    na,  
2005-08-12   ,                    na,  ,                    na,  
2005-08-05   ,                    na,  ,                    na,  
2005-07-29   ,                    na,  ,                    na,  
2005-07-22   ,                    na,  ,                    na,  
2005-07-15   ,                    na,  ,                    na,  
2005-07-08   ,                    na,  ,                    na,  
2005-07-01   ,                    na,  ,                    na,  
2005-06-24   ,                    na,  ,                    na,  
2005-06-17   ,                    na,  ,                    na,  
2005-06-10   ,                    na,  ,                    na,  
2005-06-03   ,                    na,  ,                    na,  
2005-05-27   ,                    na,  ,                    na,  
2005-05-20   ,                    na,  ,                    na,  
2005-05-13   ,                    na,  ,                    na,  
2005-05-06   ,                    na,  ,                    na,  
2005-04-29   ,                    na,  ,                    na,  
2005-04-22   ,                    na,  ,                    na,  
2005-04-15   ,                    na,  ,                    na,  
2005-04-08   ,                    na,  ,                    na,  
2005-04-01   ,                    na,  ,                    na,  
2005-03-25   ,                    na,  ,                    na,  
2005-03-18   ,                    na,  ,                    na,  
2005-03-11   ,                    na,  ,                    na,  
2005-03-04   ,                    na,  ,                    na,  
2005-02-25   ,                    na,  ,                    na,  
2005-02-18   ,                    na,  ,                    na,  
2005-02-11   ,                    na,  ,                    na,  
2005-02-04   ,                    na,  ,                    na,  
2005-01-28   ,                    na,  ,                    na,