| | Expiry | Bid | Ask | Open | High | Low | Last Trade | Last Trade Date | Last Trade Time | Change | Traded Volume | Previous Settlement |
| IB | Feb 12 | 95.870 | 95.880 | 95.900 | 95.905 | 95.870 | 95.880 | 4/2/12 | 07:21 | -0.020 | 4717 | 95.900 |
| Mar 12 | 96.030 | 96.040 | 96.065 | 96.065 | 96.030 | 96.035 | 4/2/12 | 07:18 | -0.040 | 500 | 96.075 |
| Apr 12 | 96.080 | 96.210 | 96.220 | 96.220 | 96.190 | 96.190 | 4/2/12 | 01:19 | -0.035 | 285 | 96.225 |
| YT | Mar 12 | 96.680 | 96.690 | 96.820 | 96.820 | 96.680 | 96.680 | 4/2/12 | 07:29 | -0.140 | 35499 | 96.820 |
| Jun 12 | | | | | | | | | | | 96.820 |
| YS | Mar 12 | | | | | | | 21/12/11 | 13:48 | | | 96.140 |
| Jun 12 | | | | | | | | | | | 96.125 |
| XT | Mar 12 | 96.110 | 96.115 | 96.230 | 96.235 | 96.095 | 96.115 | 4/2/12 | 07:29 | -0.120 | 13812 | 96.235 |
| Jun 12 | | | | | | | | | | | 96.235 |
| XS | Mar 12 | | | | | | | 22/12/11 | 09:11 | | | 95.415 |
| Jun 12 | | | | | | | | | | | 95.390 |
| IR | Mar 12 | 95.800 | 95.810 | 95.850 | 95.860 | 95.800 | 95.810 | 4/2/12 | 07:29 | -0.050 | 5633 | 95.860 |
| Jun 12 | 96.090 | 96.100 | 96.200 | 96.200 | 96.080 | 96.090 | 4/2/12 | 07:17 | -0.110 | 7943 | 96.200 |
| Sep 12 | 96.200 | 96.210 | 96.320 | 96.320 | 96.190 | 96.210 | 4/2/12 | 07:22 | -0.120 | 7036 | 96.330 |
| Dec 12 | 96.200 | 96.210 | 96.320 | 96.320 | 96.190 | 96.200 | 4/2/12 | 06:54 | -0.130 | 1793 | 96.330 |
| Mar 13 | 96.170 | 96.180 | 96.290 | 96.290 | 96.170 | 96.170 | 4/2/12 | 04:38 | -0.130 | 1214 | 96.300 |
| AP | Feb 12 | | | | | | | 2/2/12 | 20:35 | | | 4261.0 |
| Mar 12 | 4277.0 | 4278.0 | 4225.0 | 4283.0 | 4221.0 | 4278.0 | 4/2/12 | 07:59 | +56.0 | 5141 | 4222.0 |
| Apr 12 | | | | | | | | | | | 4233.0 |
| Jun 12 | 4287.0 | 4290.0 | | | | | 2/2/12 | 02:24 | | | 4233.0 |
| FW | Feb 12 | | | | | | | 10/11/11 | 12:17 | | | 1397 |
| GW | Feb 12 | | | | | | | 2/2/12 | 15:16 | | | 1275 |
| BW | Feb 12 | | | | | | | | | | | 1177 |
| WK | Mar 12 | | | | | | | 19/1/12 | 14:36 | | | 229.00 |
| VW | Mar 12 | 213.00 | | | | | | 3/2/12 | 15:58 | | 800 | 211.50 |
| UB | Mar 12 | | | | | | | 17/1/12 | 11:59 | | | 190.00 |
| US | Mar 12 | | 195.00 | | | | | 2/2/12 | 17:44 | | | 191.30 |
| VC | Mar 12 | | | | | | | | | | | 475.00 |
| BB | Mar 12 | 97.28 | 97.30 | 97.28 | 97.28 | 97.28 | 97.28 | 3/2/12 | 18:49 | -0.02 | 10 | 97.30 |
| TY | Mar 12 | | | | | | | | | | | 97.30 |
| TN | Mar 12 | | | | | | | | | | | 96.06 |
| SFE Total | 88,681 | |
| NZ Total | 564 | |
|
|
|