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| TIFFE TFX - Tokyo Financial Futures Exchange (TFX, formerly TIFFE)
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Frequency :
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PVO
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Derivatives Class :
Futures |
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Other Derivatives |
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(5ys) Five-year ¥ SwapnoteTM.
Column ( 1) (5ys) Five-year ¥ SwapnoteTM maturity 1.
Nearest maturity
. Number of observations : 5
Column ( 2) (5ys) Five-year ¥ SwapnoteTM maturity 2.
2nd maturity
. Number of observations : 5
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 22, 11:44 am |
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| (5ys) Five-year ¥ SwapnoteTM . Futures . Average Open Interest
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, (5ys) Five-year ¥ Swap ,, (5ys) Five-year ¥ Swap ,
, noteTM ,, noteTM ,
, 5ys1st ,, 5ys2nd ,
, (5ys) Five-year ¥ Swap ,, 2nd nearest expn ,
, noteTM; Nearest expira ,, ,
, tion ,, ,
, May2003 to Mar2007,, May2003 to Mar2007,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2007 , 254, 51 day avg , na, 51 day avg
2006 , 688, 248 day avg , 41, 248 day avg
2005 , 3198, 245 day avg , 29, 245 day avg
2004 , 22108, 246 day avg , 765, 246 day avg
2003 , 23807, 161 day avg , 710, 161 day avg
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