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FUTURES MARKET SYdnEY FutuRES ExChangE ContRaCt …
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Created: Tue Aug 12 10:06:32 2008
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FUTURES MARKET
SYdnEY FutuRES ExChangE ContRaCt VolumE opEn intERESt
July July Rise/ Year to end Year to end Rise/ End End Rise/
Code 2008 2007 fall (%) July 2008 July 2007 fall (%) July 2008 July 2007 fall (%)
EQuitY indiCES
SPI 200 AP 685,270 512,430 33.73% 5,512,437 4,744,758 16.18% 330,714 478,699 30.91%
Listed Property Trust PT -- -- na -- 4,193 100.00% -- -- na
SPI 200 Intra Day Cash Settled AD -- -- na -- -- na -- -- na
Mini Dow Intra Day Option MX -- -- na -- -- na -- -- na
total EQuitY indiCES 685,270 512,430 33.73% 5,512,437 4,748,951 16.08% 330,714 478,699 30.91%
intERESt RatES
30 Day Interbank Cash Rate IB 218,292 395,740 44.84% 1,799,370 2,185,801 17.68% 211,718 344,132 38.48%
90-Day Bank Bills IR 1,656,005 1,841,075 10.05% 13,735,583 13,887,300 1.09% 1,108,018 1,465,867 24.41%
3 Year Bonds YT 2,022,670 2,445,980 17.31% 16,925,739 19,158,210 11.65% 588,666 766,944 23.25%
3 Year Interest Rate Swaps YS -- -- na -- -- na -- -- na
10 Year Bonds XT 848,794 1,345,678 36.92% 8,145,484 10,288,076 20.83% 453,879 700,034 35.16%
10 Year Interest Rate Swaps XS -- -- na -- -- na -- -- na
AU/US 10 yr Bond Spread UA -- -- na -- -- na -- -- na
Bond Index BX -- -- na -- -- na -- -- na
3 Year Bonds Overnight YO 67,724 67,908 0.27% 466,665 680,061 31.38% -- -- na
3 Year Bonds Intra-Day YD 47,226 40,065 17.87% 212,838 340,894 37.56% -- -- na
10 Year Bonds Overnight XO -- 230 100.00% 1,200 15,865 92.44% -- -- na
10 Year Bonds Intra-Day XD -- -- na 200 100 100.00% -- -- na
total intERESt RatES 4,860,711 6,136,676 20.79% 41,287,079 46,556,307 11.32% 2,362,281 3,276,977 27.91%
CommoditiES
d-cypha SFE NSW Base Load Electricity BN 4,438 2,468 79.82% 21,281 25,863 17.72% 12,405 10,684 16.11%
d-cypha SFE QLD Base Load Electricity BQ 4,049 2,557 58.35% 20,759 25,623 18.98% 12,691 9,873 28.54%
d-cypha SFE SA Base Load Electricity BS 205 224 8.48% 1,522 2,930 48.05% 803 1,351 40.56%
d-cypha SFE VIC Base Load Electricity BV 2,784 1,790 55.53% 15,127 22,932 34.04% 9,389 7,823 20.02%
d-cypha SFE NSW Peak Period Electricity PN 452 182 148.35% 923 1,002 7.88% 807 970 16.80%
d-cypha SFE QLD Peak Period Electricity PQ 139 145 4.14% 794 1,318 39.76% 572 720 20.56%
d-cypha SFE SA Peak Period Electricity PS 5 1 400.00% 185 139 33.09% 18 22 18.18%
d-cypha SFE VIC Peak Period Electricity PV 180 192 6.25% 2,038 2,975 31.50% 1,342 2,905 53.80%
d-cypha SFE NSW Base $300 CAP GN 416 115 261.74% 1,491 1,173 27.11% 650 384 69.27%
d-cypha SFE QLD Base $300 CAP GQ 152 20 660.00% 1,203 816 47.43% 813 350 132.29%
d-cypha SFE SA Base $300 CAP GS 5 60 91.67% 90 135 33.33% 35 20 75.00%
d-cypha SFE VIC Base $300 CAP GV 483 165 192.73% 1,841 1,877 1.92% 1,320 940 40.43%
d-cypha SFE NSW Base Load Electricity Strip HN 792 165 380.00% 3,137 1,959 60.13% 933 625 49.28%
d-cypha SFE QLD Base Load Electricity Strip HQ 1,116 120 830.00% 3,218 1,802 78.58% 896 531 68.74%
d-cypha SFE SA Base Load Electricity Strip HS 50 -- na 160 135 18.52% 60 90 33.33%
d-cypha SFE VIC Base Load Electricty Strip HV 784 136 476.47% 3,192 2,341 36.35% 1,828 1,335 36.93%
Fine Wool FW 19 202 90.59% 627 1,290 51.40% 66 305 78.36%
Broad Wool BW -- 2 100.00% 69 94 26.60% -- 17 100.00%
Greasy Wool GW 2,516 1,954 28.76% 12,779 11,226 13.83% 3,039 3,174 4.25%
MLA/SFE Cattle Futures CT 46 132 65.15% 376 762 50.66% 213 191 11.52%
total CommoditiES 18,631 10,630 75.27% 90,812 106,392 14.64% 47,880 42,310 13.16%
ShaRE FutuRES
ANZ ISF AZ -- 90 100.00% -- 492 100.00% -- 6 100.00%
WBC ISF BC -- 107 100.00% -- 646 100.00% -- 9 100.00%
BHP ISF BL -- 288 100.00% -- 1,662 100.00% -- 444 100.00%
BLD ISF BO -- -- na -- 171 100.00% -- 57 100.00%
BSL ISF BP -- -- na -- 6 100.00% -- -- na
RIO ISF CA -- 103 100.00% -- 586 100.00% -- 107 100.00%
CBA ISF CB -- 306 100.00% -- 703 100.00% -- -- na
CML ISF CM -- -- na -- -- na -- -- na
LHG ISF LH -- -- na -- 145 100.00% -- 10 100.00%
NAB ISF NB -- 102 100.00% -- 642 100.00% -- 39 100.00%
TLS ISF TA -- -- na 100 1,239 91.93% -- 100 100.00%
total ShaRE FutuRES -- 996 100.00% 100 6,292 98.41% -- 772 100.00%
total ExChangE 5,564,612 6,660,732 16.46% 46,890,428 51,417,942 8.81% 2,740,875 3,798,758 27.85%
FIGURES TO END OF JUly 2008 -- 1