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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 |
Options |
Other Derivatives |
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(5ys) Five-year ¥ SwapnoteTM.
Column ( 1) (5ys) Five-year ¥ SwapnoteTM maturity 1.
Nearest maturity
. Number of observations : 47
Column ( 2) (5ys) Five-year ¥ SwapnoteTM maturity 2.
2nd maturity
. Number of observations : 47
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 ,
2007-03 , 123, 13 day avg , na, 13 day avg
2007-02 , 300, 19 day avg , na, 19 day avg
2007-01 , 300, 19 day avg , na, 19 day avg
2006-12 , 280, 21 day avg , 38, 21 day avg
2006-11 , 300, 20 day avg , na, 20 day avg
2006-10 , 300, 21 day avg , na, 21 day avg
2006-09 , 495, 20 day avg , 110, 20 day avg
2006-08 , 483, 23 day avg , na, 23 day avg
2006-07 , 400, 20 day avg , na, 20 day avg
2006-06 , 801, 22 day avg , 145, 22 day avg
2006-05 , 1110, 20 day avg , na, 20 day avg
2006-04 , 1104, 20 day avg , na, 20 day avg
2006-03 , 918, 22 day avg , 181, 22 day avg
2006-02 , 1050, 20 day avg , na, 20 day avg
2006-01 , 1068, 19 day avg , na, 19 day avg
2005-12 , 1109, 21 day avg , 9, 21 day avg
2005-11 , 1609, 20 day avg , na, 20 day avg
2005-10 , 1250, 20 day avg , na, 20 day avg
2005-09 , 1989, 20 day avg , 67, 20 day avg
2005-08 , 2582, 23 day avg , na, 23 day avg
2005-07 , 1985, 20 day avg , na, 20 day avg
2005-06 , 2480, 22 day avg , 110, 22 day avg
2005-05 , 3363, 19 day avg , na, 19 day avg
2005-04 , 3530, 20 day avg , na, 20 day avg
2005-03 , 5338, 22 day avg , 146, 22 day avg
2005-02 , 7683, 19 day avg , na, 19 day avg
2005-01 , 5882, 19 day avg , na, 19 day avg
2004-12 , 9454, 21 day avg , 657, 21 day avg
2004-11 , 14966, 20 day avg , na, 20 day avg
2004-10 , 13738, 20 day avg , na, 20 day avg
2004-09 , 17288, 20 day avg , 3555, 20 day avg
2004-08 , 25025, 22 day avg , 290, 22 day avg
2004-07 , 23566, 21 day avg , na, 21 day avg
2004-06 , 23886, 22 day avg , 2540, 22 day avg
2004-05 , 27649, 18 day avg , na, 18 day avg
2004-04 , 17383, 21 day avg , na, 21 day avg
2004-03 , 26312, 23 day avg , 1791, 23 day avg
2004-02 , 37805, 19 day avg , na, 19 day avg
2004-01 , 29631, 19 day avg , na, 19 day avg
2003-12 , 33067, 21 day avg , 4578, 21 day avg
2003-11 , 41709, 18 day avg , na, 18 day avg
2003-10 , 23328, 22 day avg , na, 22 day avg
2003-09 , 16930, 20 day avg , 225, 20 day avg
2003-08 , 29150, 21 day avg , 1, 21 day avg
2003-07 , 23100, 22 day avg , 0, 22 day avg
2003-06 , 13626, 21 day avg , 652, 21 day avg
2003-05 , 8089, 16 day avg , na, 16 day avg
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