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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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(0ys) Ten-year ¥ SwapnoteTM.
Column ( 1) (0ys) Ten-year ¥ SwapnoteTM maturity 1.
Nearest maturity
. Number of observations : 16
Column ( 2) (0ys) Ten-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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| (0ys) Ten-year ¥ SwapnoteTM . Futures . Average Open Interest
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, (0ys) Ten-year ¥ Swapn ,, (0ys) Ten-year ¥ Swapn ,
, oteTM ,, oteTM ,
, 0ys1st ,, 0ys2nd ,
, (0ys) Ten-year ¥ Swapn ,, 2nd nearest expn ,
, oteTM; Nearest expirat ,, ,
, ion ,, ,
, May2003 to Mar2007,, May2003 to Mar2007,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2007.1 , na, 51 day avg , na, 51 day avg
2006.4 , 2, 62 day avg , na, 62 day avg
2006.3 , 339, 63 day avg , 1, 63 day avg
2006.2 , 759, 62 day avg , na, 62 day avg
2006.1 , 630, 61 day avg , 30, 61 day avg
2005.4 , 598, 61 day avg , 19, 61 day avg
2005.3 , 1412, 63 day avg , 7, 63 day avg
2005.2 , 1993, 61 day avg , 20, 61 day avg
2005.1 , 6578, 60 day avg , 86, 60 day avg
2004.4 , 7306, 61 day avg , 212, 61 day avg
2004.3 , 15492, 63 day avg , 707, 63 day avg
2004.2 , 12251, 61 day avg , 1239, 61 day avg
2004.1 , 16833, 61 day avg , 1518, 61 day avg
2003.4 , 18942, 61 day avg , 980, 61 day avg
2003.3 , 69572, 63 day avg , 1191, 63 day avg
2003.2 , 54659, 37 day avg , 3979, 37 day avg
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