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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 : 16
Column ( 2) (5ys) Five-year ¥ SwapnoteTM maturity 2.
2nd maturity
. Number of observations : 16
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 ,
2007.1 , 254, 51 day avg , na, 51 day avg
2006.4 , 293, 62 day avg , 12, 62 day avg
2006.3 , 460, 63 day avg , 34, 63 day avg
2006.2 , 998, 62 day avg , 51, 62 day avg
2006.1 , 1008, 61 day avg , 65, 61 day avg
2005.4 , 1319, 61 day avg , 3, 61 day avg
2005.3 , 2204, 63 day avg , 21, 63 day avg
2005.2 , 3099, 61 day avg , 39, 61 day avg
2005.1 , 6253, 60 day avg , 53, 60 day avg
2004.4 , 12665, 61 day avg , 226, 61 day avg
2004.3 , 22082, 63 day avg , 1230, 63 day avg
2004.2 , 22758, 61 day avg , 916, 61 day avg
2004.1 , 30925, 61 day avg , 675, 61 day avg
2003.4 , 32105, 61 day avg , 1576, 61 day avg
2003.3 , 23157, 63 day avg , 72, 63 day avg
2003.2 , 11232, 37 day avg , 370, 37 day avg
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