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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 mon qtr year
PVO
Settlement Price 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 : 33
Column ( 2) YS - 3 Year Interest Rate Swaps (100 minus yield % pa) maturity 2. 2nd maturity . Number of observations : 33
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 Volume 
             , 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 Volume ,,       Avg daily Volume ,
2009-01      ,         na,  13 day avg ,         na,  13 day avg 
2008-12      ,         na,  21 day avg ,         na,  21 day avg 
2008-11      ,         na,  20 day avg ,         na,  20 day avg 
2008-10      ,         na,  23 day avg ,         na,  23 day avg 
2008-09      ,         na,  22 day avg ,         na,  22 day avg 
2008-08      ,         na,  21 day avg ,         na,  21 day avg 
2008-07      ,         na,   0 day avg ,         na,   0 day avg 
2008-06      ,         na,   0 day avg ,         na,   0 day avg 
2008-05      ,         na,   0 day avg ,         na,   0 day avg 
2008-04      ,         na,   0 day avg ,         na,   0 day avg 
2008-03      ,         na,   0 day avg ,         na,   0 day avg 
2008-02      ,         na,   0 day avg ,         na,   0 day avg 
2008-01      ,         na,   0 day avg ,         na,   0 day avg 
2007-12      ,         na,   0 day avg ,         na,   0 day avg 
2007-11      ,         na,   0 day avg ,         na,   0 day avg 
2007-10      ,         na,   0 day avg ,         na,   0 day avg 
2007-09      ,         na,   0 day avg ,         na,   0 day avg 
2007-08      ,         na,   0 day avg ,         na,   0 day avg 
2007-07      ,         na,   0 day avg ,         na,   0 day avg 
2007-06      ,         na,   0 day avg ,         na,   0 day avg 
2007-05      ,         na,   0 day avg ,         na,   0 day avg 
2007-04      ,         na,   0 day avg ,         na,   0 day avg 
2007-03      ,         na,   3 day avg ,         na,   3 day avg 
2007-02      ,         na,  20 day avg ,         na,  20 day avg 
2007-01      ,         na,  21 day avg ,         na,  21 day avg 
2006-12      ,         na,  19 day avg ,         na,  19 day avg 
2006-11      ,         na,  22 day avg ,         na,  22 day avg 
2006-10      ,         na,  22 day avg ,         na,  22 day avg 
2006-09      ,         na,  21 day avg ,         na,  21 day avg 
2006-08      ,         na,  22 day avg ,         na,  22 day avg 
2006-07      ,         na,  21 day avg ,         na,  21 day avg 
2006-06      ,         na,  22 day avg ,         na,  22 day avg 
2006-05      ,         na,  23 day avg ,         na,  23 day avg 
2006-04      ,         na,  18 day avg ,         na,  18 day avg 
2006-03      ,         na,  22 day avg ,         na,  22 day avg 
2006-02      ,         na,  20 day avg ,         na,  20 day avg 
2006-01      ,         na,  21 day avg ,         na,  21 day avg 
2005-12      ,         na,  20 day avg ,         na,  20 day avg 
2005-11      ,         na,  20 day avg ,         na,  20 day avg 
2005-10      ,         na,  21 day avg ,         na,  21 day avg 
2005-09      ,         na,  22 day avg ,         na,  22 day avg 
2005-08      ,         na,  22 day avg ,         na,  22 day avg 
2005-07      ,         na,  21 day avg ,         na,  21 day avg 
2005-06      ,         na,  21 day avg ,         na,  21 day avg 
2005-05      ,         na,  22 day avg ,         na,  22 day avg 
2005-04      ,         na,  21 day avg ,         na,  21 day avg 
2005-03      ,         na,  22 day avg ,         na,  22 day avg 
2005-02      ,         na,  20 day avg ,         na,  20 day avg 
2005-01      ,         na,   5 day avg ,         na,   5 day avg