Economic Review
Interest Rates Options
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Information as of: 05.08.2010
| Settlement date | Reference rate | Strike rate | Call option premium |
Put option premium |
||
| Buy | sell | Buy | sell | |||
| 1m | 1m WIBOR | 3,70 | 37,073 | 136,647 | 38,848 | 134,532 |
| 3m | 3m WIBOR | 4,00 | 319,155 | 395,870 | 356,338 | 432,567 |
| 6m | 3m WIBOR | 4,25 | 515,261 | 610,547 | 482,353 | 572,336 |
| 9m | 3m WIBOR | 4,50 | 637,492 | 750,113 | 675,411 | 784,451 |
| 1m | 6m WIBOR | 4,05 | 285,773 | 340,198 | 318,989 | 373,648 |
| 6m | 6m WIBOR | 4,45 | 915,550 | 1161,258 | 898,095 | 1130,550 |
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