|
|
|
|
| | SFE
- Sydney Futures Exchange (SFE)
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
| Futures |
Options |
Other Derivatives |
|
|
XS - 10 Year Interest Rate Swaps (100 minus yield % pa).
Column ( 1) XS - 10 Year Interest Rate Swaps (100 minus yield % pa) maturity 1.
Nearest maturity
. Number of observations : 5
Column ( 2) XS - 10 Year Interest Rate Swaps (100 minus yield % pa) maturity 2.
2nd maturity
. Number of observations : 5
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 7:27 pm |
| |
|
XS - 10 Year Interest Rate Swaps (100 minus yield % pa) . Futures . Average Volume
|
|
, XS - 10 Year Interest ,, XS - 10 Year Interest ,
, Rate Swaps (100 minus ,, Rate Swaps (100 minus ,
, yield % pa) ,, yield % pa) ,
, XS1st ,, XS2nd ,
, XS - 10 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 Volume ,, Avg daily Volume ,
2009 , na, 13 day avg , na, 13 day avg
2008 , na, 107 day avg , na, 107 day avg
2007 , na, 44 day avg , na, 44 day avg
2006 , na, 253 day avg , na, 253 day avg
2005 , na, 236 day avg , na, 235 day avg
|