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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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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 : 49
Column ( 2) YT - 3 Year Bonds (100 minus yield % p.a.) maturity 2.
2nd maturity
. Number of observations : 49
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 Volume
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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 Volume ,, Avg daily Volume ,
2009-01 , 45718.078, 13 day avg , na, 13 day avg
2008-12 , 48105.855, 21 day avg , 20620.666, 21 day avg
2008-11 , 51250.449, 20 day avg , 411.300, 20 day avg
2008-10 , 72708.828, 23 day avg , na, 23 day avg
2008-09 , 113695.133, 22 day avg , 34127.590, 22 day avg
2008-08 , 94338.617, 21 day avg , 407.714, 21 day avg
2008-07 , 85005.133, 23 day avg , na, 23 day avg
2008-06 , 102291.766, 21 day avg , 28308.334, 21 day avg
2008-05 , 86555.773, 22 day avg , 459.500, 22 day avg
2008-04 , 76611.773, 22 day avg , na, 22 day avg
2008-03 , 133911.531, 19 day avg , 33564.789, 19 day avg
2008-02 , 116522.289, 21 day avg , 2.381, 21 day avg
2008-01 , 113811.406, 22 day avg , na, 22 day avg
2007-12 , 112094.313, 19 day avg , 42341.895, 19 day avg
2007-11 , 133402.266, 22 day avg , 43.636, 22 day avg
2007-10 , 92831.047, 23 day avg , na, 23 day avg
2007-09 , 128532.953, 20 day avg , 33363.551, 20 day avg
2007-08 , 139565.047, 23 day avg , 30.783, 23 day avg
2007-07 , 107553.000, 22 day avg , na, 22 day avg
2007-06 , 140762.000, 21 day avg , 40112.430, 21 day avg
2007-05 , 101606.867, 23 day avg , 776.087, 23 day avg
2007-04 , 95425.945, 19 day avg , na, 19 day avg
2007-03 , 142716.594, 22 day avg , 40076.090, 22 day avg
2007-02 , 114906.398, 20 day avg , 2.250, 20 day avg
2007-01 , 86413.430, 21 day avg , 307.524, 21 day avg
2006-12 , 111285.688, 19 day avg , 30806.842, 19 day avg
2006-11 , 89756.953, 22 day avg , na, 22 day avg
2006-10 , 110031.406, 22 day avg , na, 22 day avg
2006-09 , 120957.906, 21 day avg , 36470.668, 21 day avg
2006-08 , 117359.094, 22 day avg , 111.545, 22 day avg
2006-07 , 103716.430, 21 day avg , na, 21 day avg
2006-06 , 116474.320, 22 day avg , 24442.545, 22 day avg
2006-05 , 110568.648, 23 day avg , 42.957, 23 day avg
2006-04 , 118031.391, 18 day avg , na, 18 day avg
2006-03 , 115564.453, 22 day avg , 28209.273, 22 day avg
2006-02 , 100112.398, 20 day avg , 1.300, 20 day avg
2006-01 , 84222.813, 21 day avg , na, 21 day avg
2005-12 , 88421.148, 20 day avg , 29525.801, 20 day avg
2005-11 , 86474.648, 20 day avg , na, 20 day avg
2005-10 , 91834.766, 21 day avg , na, 21 day avg
2005-09 , 110205.727, 22 day avg , 25911.818, 22 day avg
2005-08 , 89505.820, 22 day avg , 68.182, 22 day avg
2005-07 , 89205.766, 21 day avg , na, 21 day avg
2005-06 , 87888.094, 21 day avg , 26591.096, 21 day avg
2005-05 , 78691.273, 22 day avg , 11.591, 22 day avg
2005-04 , 86507.383, 21 day avg , na, 21 day avg
2005-03 , 81923.227, 22 day avg , 25424.408, 22 day avg
2005-02 , 94000.547, 20 day avg , na, 20 day avg
2005-01 , 81536.797, 5 day avg , na, 5 day avg
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