Economic Review
Interest Rates Options
Information as of: 14.07.2010
| Settlement date | Reference rate | Strike rate | Call option premium |
Put option premium |
||
| Buy | sell | Buy | sell | |||
| 1m | 1m WIBOR | 3,70 | 32,033 | 127,596 | 33,621 | 125,698 |
| 3m | 3m WIBOR | 4,00 | 303,915 | 391,489 | 352,403 | 440,365 |
| 6m | 3m WIBOR | 4,20 | 479,002 | 573,503 | 516,324 | 608,470 |
| 9m | 3m WIBOR | 4,40 | 629,362 | 752,684 | 632,336 | 749,381 |
| 1m | 6m WIBOR | 4,05 | 244,303 | 299,661 | 330,104 | 387,161 |
| 6m | 6m WIBOR | 4,40 | 878,052 | 1069,845 | 951,367 | 1139,510 |
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