3-year Australian Interest Rate Swap Futures are traded on the Australian Securities Exchange. Each contract is for A$ 100,000 of 3-year Australian Interest Rate Swap. Prices are quoted in Yield per cent per annum in multiples of .0005%..
3-year Australian Interest Rate Swap Futures contracts exist for the months of March (H), June (M), September (U) and December (Z). The deliverable product for the 3-year Australian Interest Rate Swap Futures contract is swap based on a 6.5% coupon and a term to maturity of three years.
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.