| Code | C/P | Strike | Maturity | Style | Ratio/IM | Delta | Download |
|---|---|---|---|---|---|---|---|
| AMP - AMP | Matrix | ||||||
| AMPWOR | P | 5.75 | 27-May-10 | E | 0.333 | -0.11 | PDS |
| AMPWOC | C | 6.25 | 27-May-10 | E | 0.333 | 0.16 | PDS |
| AMPWOS | P | 6.50 | 27-May-10 | E | 0.333 | -0.21 | PDS |
| AMPWOD | C | 6.75 | 27-May-10 | E | 0.333 | 0.10 | PDS |
| ANZ - ANZ BANKING GRP | Matrix | ||||||
| ANZWOF | C | 19.00 | 24-Jun-10 | E | 0.25 | 0.22 | PDS |
| ANZWOS | P | 20.00 | 24-Jun-10 | E | 0.25 | -0.04 | PDS |
| ANZWOT | P | 22.00 | 24-Jun-10 | E | 0.25 | -0.07 | PDS |
| ANZWOD | C | 23.00 | 24-Jun-10 | E | 0.25 | 0.15 | PDS |
| ANZWOU | P | 24.00 | 24-Jun-10 | E | 0.25 | -0.12 | PDS |
| ANZWOE | C | 24.50 | 24-Jun-10 | E | 0.25 | 0.11 | PDS |
| ANZWOP | P | 21.00 | 29-Apr-10 | E | 0.25 | -0.03 | PDS |
| ANZWOQ | P | 23.00 | 29-Apr-10 | E | 0.25 | -0.08 | PDS |
| ANZWOA | C | 23.50 | 29-Apr-10 | E | 0.25 | 0.15 | PDS |
| ANZWOB | C | 25.00 | 29-Apr-10 | E | 0.25 | 0.08 | PDS |
| ANZWOR | P | 25.00 | 29-Apr-10 | E | 0.25 | -0.17 | PDS |
| ANZWOC | C | 26.50 | 29-Apr-10 | E | 0.25 | 0.03 | PDS |
| BHP - BHP BILLITON | Matrix | ||||||
| BHPWOW | P | 31.00 | 24-Jun-10 | E | 0.25 | -0.01 | PDS |
| BHPWOX | P | 34.00 | 24-Jun-10 | E | 0.25 | -0.02 | PDS |
| BHPWOY | P | 37.00 | 24-Jun-10 | E | 0.25 | -0.04 | PDS |
| BHPWOJ | C | 37.50 | 24-Jun-10 | E | 0.25 | 0.20 | PDS |
| BHPWOK | C | 39.00 | 24-Jun-10 | E | 0.25 | 0.19 | PDS |
| BHPWOZ | P | 40.00 | 24-Jun-10 | E | 0.25 | -0.07 | PDS |
| BHPWOL | C | 41.00 | 24-Jun-10 | E | 0.25 | 0.17 | PDS |
| BHPVOP | P | 42.00 | 24-Jun-10 | E | 0.25 | -0.09 | PDS |
| BHPWOM | C | 43.00 | 24-Jun-10 | E | 0.25 | 0.15 | PDS |
| BHPVOQ | P | 44.00 | 24-Jun-10 | E | 0.25 | -0.12 | PDS |
| BHPVOD | C | 45.00 | 24-Jun-10 | E | 0.25 | 0.12 | No PDS Available |
| BHPVOE | C | 47.00 | 24-Jun-10 | E | 0.25 | 0.09 | No PDS Available |
| BHPWOP | P | 32.00 | 29-Apr-10 | E | 0.25 | 0.00 | PDS |
| BHPWOQ | P | 35.00 | 29-Apr-10 | E | 0.25 | -0.01 | PDS |
| BHPWOA | C | 36.00 | 29-Apr-10 | E | 0.25 | 0.23 | PDS |
| BHPWOS | P | 37.50 | 29-Apr-10 | E | 0.25 | -0.03 | PDS |
| BHPWOB | C | 38.50 | 29-Apr-10 | E | 0.25 | 0.22 | PDS |
| BHPWOG | C | 40.50 | 29-Apr-10 | E | 0.25 | 0.19 | PDS |
| BHPWOV | P | 40.50 | 29-Apr-10 | E | 0.25 | -0.06 | PDS |
| BHPWOH | C | 43.50 | 29-Apr-10 | E | 0.25 | 0.13 | PDS |
| BHPWOI | C | 46.00 | 29-Apr-10 | E | 0.25 | 0.08 | PDS |
| BSL - BLUESCOPE STEEL | Matrix | ||||||
| BSLWOD | C | 2.50 | 24-Jun-10 | E | 0.5 | 0.35 | PDS |
| BSLWOS | P | 2.75 | 24-Jun-10 | E | 0.5 | -0.22 | PDS |
| BSLWOC | C | 3.00 | 24-Jun-10 | E | 0.5 | 0.22 | PDS |
| BSLWOB | C | 2.75 | 25-Mar-10 | E | 0.5 | 0.26 | PDS |
| BSLWOP | P | 2.75 | 25-Mar-10 | E | 0.5 | -0.24 | PDS |
| BSLWOA | C | 3.00 | 25-Mar-10 | E | 0.5 | 0.08 | PDS |
| BSLWOR | P | 3.25 | 25-Mar-10 | E | 0.5 | -0.48 | PDS |
| BXB - BRAMBLES | Matrix | ||||||
| BXBWOP | P | 6.50 | 24-Jun-10 | E | 0.25 | -0.07 | PDS |
| BXBWOA | C | 7.00 | 24-Jun-10 | E | 0.25 | 0.14 | PDS |
| BXBWOB | C | 7.75 | 24-Jun-10 | E | 0.25 | 0.09 | PDS |
| CBA - COMMONWEALTH BK | Matrix | ||||||
| CBAWOS | P | 47.50 | 24-Jun-10 | E | 0.2 | -0.04 | PDS |
| CBAWOT | P | 51.00 | 24-Jun-10 | E | 0.2 | -0.06 | PDS |
| CBAWOU | P | 54.00 | 24-Jun-10 | E | 0.2 | -0.08 | PDS |
| CBAWOD | C | 55.00 | 24-Jun-10 | E | 0.2 | 0.11 | PDS |
| CBAWOE | C | 57.50 | 24-Jun-10 | E | 0.2 | 0.08 | PDS |
| CBAWOF | C | 60.00 | 24-Jun-10 | E | 0.2 | 0.06 | PDS |
| CBAWOP | P | 45.00 | 29-Apr-10 | E | 0.2 | -0.01 | PDS |
| CBAWOQ | P | 49.00 | 29-Apr-10 | E | 0.2 | -0.03 | PDS |
| CBAWOA | C | 50.00 | 29-Apr-10 | E | 0.2 | 0.16 | PDS |
| CBAWOR | P | 52.50 | 29-Apr-10 | E | 0.2 | -0.07 | PDS |
| CBAWOB | C | 55.00 | 29-Apr-10 | E | 0.2 | 0.10 | PDS |
| CBAWOC | C | 59.00 | 29-Apr-10 | E | 0.2 | 0.05 | PDS |
| LGL - LIHIR GOLD | Matrix | ||||||
| LGLWOE | C | 3.00 | 25-Mar-10 | E | 0.5 | 0.22 | PDS |
| LGLWOP | P | 3.00 | 25-Mar-10 | E | 0.5 | -0.28 | PDS |
| LGLWOD | C | 3.25 | 25-Mar-10 | E | 0.5 | 0.07 | PDS |
| LGLWOQ | P | 3.50 | 25-Mar-10 | E | 0.5 | -0.47 | PDS |
| LGLWOF | C | 4.00 | 25-Mar-10 | E | 0.5 | 0.00 | PDS |
| LGLWOR | P | 2.25 | 27-May-10 | E | 0.5 | -0.06 | PDS |
| LGLWOU | P | 2.75 | 27-May-10 | E | 0.5 | -0.16 | PDS |
| LGLWOG | C | 3.00 | 27-May-10 | E | 0.5 | 0.26 | PDS |
| LGLWOH | C | 3.25 | 27-May-10 | E | 0.5 | 0.18 | PDS |
| LGLWOI | C | 3.50 | 27-May-10 | E | 0.5 | 0.13 | PDS |
| MQG - MACQUARIE GROUP | Matrix | ||||||
| MQGWOR | P | 45.00 | 24-Jun-10 | E | 0.167 | -0.05 | PDS |
| MQGWOD | C | 52.50 | 24-Jun-10 | E | 0.167 | 0.07 | PDS |
| MQGWOE | C | 60.00 | 24-Jun-10 | E | 0.167 | 0.03 | PDS |
| MQGWOQ | P | 48.00 | 29-Apr-10 | E | 0.167 | -0.06 | PDS |
| MQGWOA | C | 55.00 | 29-Apr-10 | E | 0.167 | 0.04 | PDS |
| NAB - NATL AUST BANK | Matrix | ||||||
| NABWOS | P | 24.00 | 24-Jun-10 | E | 0.25 | -0.07 | PDS |
| NABWOT | P | 26.50 | 24-Jun-10 | E | 0.25 | -0.13 | PDS |
| NABWOD | C | 28.00 | 24-Jun-10 | E | 0.25 | 0.08 | PDS |
| NABWOU | P | 29.00 | 24-Jun-10 | E | 0.25 | -0.18 | PDS |
| NABWOE | C | 30.00 | 24-Jun-10 | E | 0.25 | 0.05 | PDS |
| NABWOF | C | 32.50 | 24-Jun-10 | E | 0.25 | 0.02 | PDS |
| NABWOP | P | 25.00 | 29-Apr-10 | E | 0.25 | -0.08 | PDS |
| NABWOQ | P | 27.50 | 29-Apr-10 | E | 0.25 | -0.15 | PDS |
| NABWOA | C | 28.50 | 29-Apr-10 | E | 0.25 | 0.06 | PDS |
| NABWOR | P | 30.00 | 29-Apr-10 | E | 0.25 | -0.22 | PDS |
| NABWOB | C | 30.50 | 29-Apr-10 | E | 0.25 | 0.02 | PDS |
| NABWOC | C | 33.00 | 29-Apr-10 | E | 0.25 | 0.00 | PDS |
| NCM - NEWCREST MINING | Matrix | ||||||
| NCMWOR | P | 30.00 | 25-Mar-10 | E | 0.25 | -0.02 | PDS |
| NCMWOS | P | 34.00 | 25-Mar-10 | E | 0.25 | -0.12 | PDS |
| NCMWOC | C | 35.00 | 25-Mar-10 | E | 0.25 | 0.09 | PDS |
| NCMWOD | C | 37.50 | 25-Mar-10 | E | 0.25 | 0.02 | PDS |
| NCMWOE | C | 40.00 | 25-Mar-10 | E | 0.25 | 0.00 | PDS |
| NCMWOT | P | 29.00 | 27-May-10 | E | 0.25 | -0.04 | PDS |
| NCMWOU | P | 32.50 | 27-May-10 | E | 0.25 | -0.09 | PDS |
| NCMWOF | C | 36.00 | 27-May-10 | E | 0.25 | 0.10 | PDS |
| NCMWOG | C | 39.00 | 27-May-10 | E | 0.25 | 0.06 | PDS |
| OZL - OZ MINERALS | Matrix | ||||||
| OZLWOB | C | 1.05 | 25-Mar-10 | E | 0.5 | 0.42 | PDS |
| OZLWOP | P | 1.10 | 25-Mar-10 | E | 0.5 | -0.14 | PDS |
| OZLWOA | C | 1.25 | 25-Mar-10 | E | 0.5 | 0.13 | PDS |
| QBE - QBE INSURANCE | Matrix | ||||||
| QBEWOR | P | 20.00 | 25-Mar-10 | E | 0.25 | -0.07 | PDS |
| QBEWOS | P | 22.50 | 25-Mar-10 | E | 0.25 | -0.22 | PDS |
| QBEWOA | C | 23.00 | 25-Mar-10 | E | 0.25 | 0.01 | PDS |
| QBEWOD | C | 26.00 | 25-Mar-10 | E | 0.25 | 0.00 | PDS |
| QBEWOT | P | 21.00 | 27-May-10 | E | 0.25 | -0.12 | PDS |
| QBEWOU | P | 23.00 | 27-May-10 | E | 0.25 | -0.18 | PDS |
| QBEWOE | C | 23.50 | 27-May-10 | E | 0.25 | 0.06 | No PDS Available |
| QBEWOF | C | 26.50 | 27-May-10 | E | 0.25 | 0.01 | PDS |
| RIO - RIO TINTO | Matrix | ||||||
| RIOWOW | P | 62.00 | 24-Jun-10 | E | 0.167 | -0.03 | PDS |
| RIOWOX | P | 65.00 | 24-Jun-10 | E | 0.167 | -0.03 | PDS |
| RIOWOY | P | 70.00 | 24-Jun-10 | E | 0.167 | -0.05 | PDS |
| RIOWOF | C | 72.50 | 24-Jun-10 | E | 0.167 | 0.11 | PDS |
| RIOWOJ | C | 79.00 | 24-Jun-10 | E | 0.167 | 0.08 | PDS |
| RIOWOK | C | 86.00 | 24-Jun-10 | E | 0.167 | 0.06 | PDS |
| RIOWOT | P | 60.00 | 29-Apr-10 | E | 0.167 | -0.01 | PDS |
| RIOWOU | P | 66.00 | 29-Apr-10 | E | 0.167 | -0.03 | PDS |
| RIOWOV | P | 71.00 | 29-Apr-10 | E | 0.167 | -0.05 | PDS |
| RIOWOD | C | 73.00 | 29-Apr-10 | E | 0.167 | 0.11 | PDS |
| RIOWOE | C | 80.00 | 29-Apr-10 | E | 0.167 | 0.07 | PDS |
| RIOWOC | C | 85.00 | 29-Apr-10 | E | 0.167 | 0.04 | PDS |
| STO - SANTOS | Matrix | ||||||
| STOWOB | C | 14.00 | 25-Mar-10 | E | 0.25 | 0.11 | PDS |
| STOWOR | P | 15.00 | 25-Mar-10 | E | 0.25 | -0.22 | PDS |
| STOWOA | C | 15.50 | 25-Mar-10 | E | 0.25 | 0.01 | PDS |
| TLS - TELSTRA CORP | Matrix | ||||||
| TLSWOC | C | 3.00 | 24-Jun-10 | E | 0.5 | 0.25 | No PDS Available |
| TLSWOR | P | 3.20 | 24-Jun-10 | E | 0.5 | -0.33 | No PDS Available |
| TLSWOD | C | 3.30 | 24-Jun-10 | E | 0.5 | 0.14 | No PDS Available |
| TLSWOP | P | 3.00 | 25-Mar-10 | E | 0.5 | -0.32 | PDS |
| TLSWOB | C | 3.15 | 25-Mar-10 | E | 0.5 | 0.07 | PDS |
| TLSWOA | C | 3.25 | 25-Mar-10 | E | 0.5 | 0.01 | PDS |
| TLSWOQ | P | 3.30 | 25-Mar-10 | E | 0.5 | -0.49 | PDS |
| WBC - WESTPAC BANKING | Matrix | ||||||
| WBCWOS | P | 22.50 | 24-Jun-10 | E | 0.25 | -0.04 | PDS |
| WBCWOT | P | 24.50 | 24-Jun-10 | E | 0.25 | -0.07 | PDS |
| WBCWOE | C | 25.00 | 24-Jun-10 | E | 0.25 | 0.16 | PDS |
| WBCWOF | C | 26.50 | 24-Jun-10 | E | 0.25 | 0.13 | PDS |
| WBCWOU | P | 26.50 | 24-Jun-10 | E | 0.25 | -0.12 | PDS |
| WBCWOG | C | 28.00 | 24-Jun-10 | E | 0.25 | 0.09 | PDS |
| WBCWOP | P | 21.00 | 29-Apr-10 | E | 0.25 | 0.00 | PDS |
| WBCWOQ | P | 23.00 | 29-Apr-10 | E | 0.25 | -0.02 | PDS |
| WBCWOA | C | 23.50 | 29-Apr-10 | E | 0.25 | 0.23 | PDS |
| WBCWOR | P | 24.50 | 29-Apr-10 | E | 0.25 | -0.04 | PDS |
| WBCWOB | C | 25.00 | 29-Apr-10 | E | 0.25 | 0.20 | PDS |
| WBCWOC | C | 27.00 | 29-Apr-10 | E | 0.25 | 0.12 | PDS |
| WES - WESFARMERS | Matrix | ||||||
| WESWOQ | P | 28.00 | 25-Mar-10 | E | 0.25 | 0.00 | PDS |
| WESWOB | C | 30.00 | 25-Mar-10 | E | 0.25 | 0.23 | PDS |
| WOW - WOOLWORTHS | Matrix | ||||||
| WOWWOP | P | 25.50 | 27-May-10 | E | 0.25 | -0.05 | PDS |
| WOWWOA | C | 27.50 | 27-May-10 | E | 0.25 | 0.13 | PDS |
| WPL - WOODSIDE PETROLM | Matrix | ||||||
| WPLWOR | P | 41.00 | 24-Jun-10 | E | 0.2 | -0.05 | PDS |
| WPLWOG | C | 44.00 | 24-Jun-10 | E | 0.2 | 0.13 | PDS |
| WPLWOU | P | 45.00 | 24-Jun-10 | E | 0.2 | -0.09 | PDS |
| WPLWOH | C | 47.50 | 24-Jun-10 | E | 0.2 | 0.09 | PDS |
| WPLWOV | P | 49.00 | 24-Jun-10 | E | 0.2 | -0.13 | PDS |
| WPLWOI | C | 51.00 | 24-Jun-10 | E | 0.2 | 0.05 | PDS |
| WPLWOF | C | 45.00 | 25-Mar-10 | E | 0.2 | 0.11 | PDS |
| WPLWOP | P | 45.00 | 25-Mar-10 | E | 0.2 | -0.09 | PDS |
| WPLWOD | C | 47.50 | 25-Mar-10 | E | 0.2 | 0.04 | PDS |
| WPLWOQ | P | 49.00 | 25-Mar-10 | E | 0.2 | -0.17 | PDS |
| WPLWOE | C | 50.00 | 25-Mar-10 | E | 0.2 | 0.01 | PDS |
| XJ2 - #NAME? | Matrix | ||||||
| XJOWOP | P | 3,850 | 15-Apr-10 | E | 0.005 | -0.0001 | PDS |
| XJOWOQ | P | 4,050 | 15-Apr-10 | E | 0.005 | -0.0003 | PDS |
| XJOWOR | P | 4,250 | 15-Apr-10 | E | 0.005 | -0.0005 | PDS |
| XJOWOA | C | 4,400 | 15-Apr-10 | E | 0.005 | 0.0043 | PDS |
| XJOWOS | P | 4,450 | 15-Apr-10 | E | 0.005 | -0.0008 | PDS |
| XJOWOB | C | 4,600 | 15-Apr-10 | E | 0.005 | 0.0037 | PDS |
| XJOWOT | P | 4,650 | 15-Apr-10 | E | 0.005 | -0.0015 | PDS |
| XJOWOC | C | 4,800 | 15-Apr-10 | E | 0.005 | 0.0027 | PDS |
| XJOWOD | C | 5,000 | 15-Apr-10 | E | 0.005 | 0.0017 | PDS |
| XJOWOE | C | 5,200 | 15-Apr-10 | E | 0.005 | 0.0009 | PDS |
| XJOWOU | P | 3,650 | 15-Jun-10 | E | 0.005 | -0.0003 | PDS |
| XJOVOP | P | 3,900 | 15-Jun-10 | E | 0.005 | -0.0004 | PDS |
| XJOVOQ | P | 4,150 | 15-Jun-10 | E | 0.005 | -0.0007 | PDS |
| XJOWOF | C | 4,200 | 15-Jun-10 | E | 0.005 | 0.0043 | PDS |
| XJOVOR | P | 4,400 | 15-Jun-10 | E | 0.005 | -0.0011 | PDS |
| XJOWOL | C | 4,450 | 15-Jun-10 | E | 0.005 | 0.0038 | PDS |
| XJOVOS | P | 4,650 | 15-Jun-10 | E | 0.005 | -0.0017 | PDS |
| XJOWOM | C | 4,700 | 15-Jun-10 | E | 0.005 | 0.0032 | PDS |
| XJOVOT | P | 4,900 | 15-Jun-10 | E | 0.005 | -0.0025 | PDS |
| XJOWON | C | 4,950 | 15-Jun-10 | E | 0.005 | 0.0024 | PDS |
| XJOWOO | C | 5,200 | 15-Jun-10 | E | 0.005 | 0.0016 | PDS |
| XJOVOA | C | 5,450 | 15-Jun-10 | E | 0.005 | 0.0010 | PDS |