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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 : 203
Column ( 2) (5ys) Five-year ¥ SwapnoteTM maturity 2.
2nd maturity
. Number of observations : 203
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 ,
2007-03-23 , na, , na,
2007-03-16 , 20.0000, 5 day avg , na,
2007-03-09 , 180.000, 5 day avg , na,
2007-03-02 , 300.000, 5 day avg , na,
2007-02-23 , 300.000, 5 day avg , na,
2007-02-16 , 300.000, 4 day avg , na,
2007-02-09 , 300.000, 5 day avg , na,
2007-02-02 , 300.000, 5 day avg , na,
2007-01-26 , 300.000, 5 day avg , na,
2007-01-19 , 300.000, 5 day avg , na,
2007-01-12 , 300.000, 4 day avg , na,
2007-01-05 , 300.000, 2 day avg , na,
2006-12-29 , 300.000, 5 day avg , na,
2006-12-22 , 260.000, 5 day avg , 60.0000, 5 day avg
2006-12-15 , 260.000, 5 day avg , 100.000, 5 day avg
2006-12-08 , 300.000, 5 day avg , na,
2006-12-01 , 300.000, 5 day avg , na,
2006-11-24 , 300.000, 4 day avg , na,
2006-11-17 , 300.000, 5 day avg , na,
2006-11-10 , 300.000, 5 day avg , na,
2006-11-03 , 300.000, 4 day avg , na,
2006-10-27 , 300.000, 5 day avg , na,
2006-10-20 , 300.000, 5 day avg , na,
2006-10-13 , 300.000, 4 day avg , na,
2006-10-06 , 300.000, 5 day avg , na,
2006-09-29 , 480.000, 5 day avg , na,
2006-09-22 , 525.000, 4 day avg , na,
2006-09-15 , 242.000, 5 day avg , 440.000, 5 day avg
2006-09-08 , 700.000, 5 day avg , na,
2006-09-01 , 702.000, 5 day avg , na,
2006-08-25 , 540.000, 5 day avg , na,
2006-08-18 , 400.000, 5 day avg , na,
2006-08-11 , 400.000, 5 day avg , na,
2006-08-04 , 400.000, 5 day avg , na,
2006-07-28 , 400.000, 5 day avg , na,
2006-07-21 , 400.000, 4 day avg , na,
2006-07-14 , 400.000, 5 day avg , na,
2006-07-07 , 400.000, 5 day avg , na,
2006-06-30 , 400.000, 5 day avg , na,
2006-06-23 , 502.000, 5 day avg , 80.0000, 5 day avg
2006-06-16 , 1070.0, 5 day avg , 380.000, 5 day avg
2006-06-09 , 1110.0, 5 day avg , 180.000, 5 day avg
2006-06-02 , 1110.0, 5 day avg , na,
2006-05-26 , 1110.0, 5 day avg , na,
2006-05-19 , 1110.0, 5 day avg , na,
2006-05-12 , 1110.0, 5 day avg , na,
2006-05-05 , 1110.0, 2 day avg , na,
2006-04-28 , 1110.0, 5 day avg , na,
2006-04-21 , 1106.0, 5 day avg , na,
2006-04-14 , 1100.0, 5 day avg , na,
2006-04-07 , 1100.0, 5 day avg , na,
2006-03-31 , 1100.0, 5 day avg , na,
2006-03-24 , 1100.0, 4 day avg , na,
2006-03-17 , 880.000, 5 day avg , 220.000, 5 day avg
2006-03-10 , 520.000, 5 day avg , 580.000, 5 day avg
2006-03-03 , 1100.0, 5 day avg , na,
2006-02-24 , 1100.0, 5 day avg , na,
2006-02-17 , 1020.0, 5 day avg , na,
2006-02-10 , 980.000, 5 day avg , na,
2006-02-03 , 1100.0, 5 day avg , na,
2006-01-27 , 1100.0, 5 day avg , na,
2006-01-20 , 1100.0, 5 day avg , na,
2006-01-13 , 1100.0, 4 day avg , na,
2006-01-06 , 900.000, 3 day avg , na,
2005-12-30 , 900.000, 5 day avg , na,
2005-12-23 , 607.500, 4 day avg , 25.0000, 4 day avg
2005-12-16 , 990.000, 5 day avg , 20.0000, 5 day avg
2005-12-09 , 1630.0, 5 day avg , na,
2005-12-02 , 1630.0, 5 day avg , na,
2005-11-25 , 1630.0, 4 day avg , na,
2005-11-18 , 1630.0, 5 day avg , na,
2005-11-11 , 1630.0, 5 day avg , na,
2005-11-04 , 1422.5, 4 day avg , na,
2005-10-28 , 1340.0, 5 day avg , na,
2005-10-21 , 1300.0, 5 day avg , na,
2005-10-14 , 1220.0, 4 day avg , na,
2005-10-07 , 1140.0, 5 day avg , na,
2005-09-30 , 1060.0, 5 day avg , na,
2005-09-23 , 953.333, 3 day avg , na,
2005-09-16 , 2322.0, 5 day avg , 268.000, 5 day avg
2005-09-09 , 2870.0, 5 day avg , na,
2005-09-02 , 2832.0, 5 day avg , na,
2005-08-26 , 2840.0, 5 day avg , na,
2005-08-19 , 2856.0, 5 day avg , na,
2005-08-12 , 2534.0, 5 day avg , na,
2005-08-05 , 1950.0, 5 day avg , na,
2005-07-29 , 1950.0, 5 day avg , na,
2005-07-22 , 2050.0, 4 day avg , na,
2005-07-15 , 2010.0, 5 day avg , na,
2005-07-08 , 1950.0, 5 day avg , na,
2005-07-01 , 2028.0, 5 day avg , na,
2005-06-24 , 2080.0, 5 day avg , na,
2005-06-17 , 2236.0, 5 day avg , 308.000, 5 day avg
2005-06-10 , 3060.0, 5 day avg , 178.000, 5 day avg
2005-06-03 , 3174.0, 5 day avg , na,
2005-05-27 , 3326.0, 5 day avg , na,
2005-05-20 , 3336.0, 5 day avg , na,
2005-05-13 , 3374.0, 5 day avg , na,
2005-05-06 , 3670.0, 2 day avg , na,
2005-04-29 , 3670.0, 4 day avg , na,
2005-04-22 , 3630.0, 5 day avg , na,
2005-04-15 , 3490.0, 5 day avg , na,
2005-04-08 , 3410.0, 5 day avg , na,
2005-04-01 , 3302.0, 5 day avg , na,
2005-03-25 , 3050.0, 4 day avg , na,
2005-03-18 , 3332.0, 5 day avg , 324.000, 5 day avg
2005-03-11 , 8400.0, 5 day avg , 320.000, 5 day avg
2005-03-04 , 8330.0, 5 day avg , na,
2005-02-25 , 8390.0, 5 day avg , na,
2005-02-18 , 7944.0, 5 day avg , na,
2005-02-11 , 7250.0, 4 day avg , na,
2005-02-04 , 6720.0, 5 day avg , na,
2005-01-28 , 6440.0, 5 day avg , na,
2005-01-21 , 6230.0, 5 day avg , na,
2005-01-14 , 5625.0, 4 day avg , na,
2005-01-07 , 4827.5, 4 day avg , na,
2004-12-31 , 4110.0, 4 day avg , na,
2004-12-24 , 3592.5, 4 day avg , na,
2004-12-17 , 6144.0, 5 day avg , 580.000, 5 day avg
2004-12-10 , 17420.0, 5 day avg , 1880.0, 5 day avg
2004-12-03 , 16490.0, 5 day avg , 300.000, 5 day avg
2004-11-26 , 16157.5, 4 day avg , na,
2004-11-19 , 15092.0, 5 day avg , na,
2004-11-12 , 14140.0, 5 day avg , na,
2004-11-05 , 13997.5, 4 day avg , na,
2004-10-29 , 13850.0, 5 day avg , na,
2004-10-22 , 14470.0, 5 day avg , na,
2004-10-15 , 14355.0, 4 day avg , na,
2004-10-08 , 12798.0, 5 day avg , na,
2004-10-01 , 12586.0, 5 day avg , na,
2004-09-24 , 11540.0, 3 day avg , na,
2004-09-17 , 12736.0, 5 day avg , 1960.0, 5 day avg
2004-09-10 , 23990.0, 5 day avg , 9050.0, 5 day avg
2004-09-03 , 25442.0, 5 day avg , 4010.0, 5 day avg
2004-08-27 , 24994.0, 5 day avg , 480.000, 5 day avg
2004-08-20 , 25166.0, 5 day avg , na,
2004-08-13 , 24948.0, 5 day avg , na,
2004-08-06 , 24830.0, 5 day avg , na,
2004-07-30 , 24674.0, 5 day avg , na,
2004-07-23 , 24427.5, 4 day avg , na,
2004-07-16 , 24072.0, 5 day avg , na,
2004-07-09 , 22810.0, 5 day avg , na,
2004-07-02 , 18714.0, 5 day avg , na,
2004-06-25 , 17518.0, 5 day avg , na,
2004-06-18 , 18868.2, 5 day avg , 2850.0, 5 day avg
2004-06-11 , 32467.4, 5 day avg , 8330.0, 5 day avg
2004-06-04 , 31472.2, 5 day avg , na,
2004-05-28 , 30248.0, 5 day avg , na,
2004-05-21 , 29702.6, 5 day avg , na,
2004-05-14 , 25191.2, 5 day avg , na,
2004-05-07 , 20843.0, 2 day avg , na,
2004-04-30 , 20103.0, 4 day avg , na,
2004-04-23 , 17923.4, 5 day avg , na,
2004-04-16 , 16945.0, 5 day avg , na,
2004-04-09 , 15960.0, 5 day avg , na,
2004-04-02 , 15248.8, 5 day avg , na,
2004-03-26 , 14791.8, 5 day avg , na,
2004-03-19 , 17653.6, 5 day avg , 2540.4, 5 day avg
2004-03-12 , 39171.8, 5 day avg , 5238.6, 5 day avg
2004-03-05 , 40271.0, 5 day avg , 460.000, 5 day avg
2004-02-27 , 38640.0, 5 day avg , na,
2004-02-20 , 38080.0, 5 day avg , na,
2004-02-13 , 37625.0, 4 day avg , na,
2004-02-06 , 36840.0, 5 day avg , na,
2004-01-30 , 34070.0, 5 day avg , na,
2004-01-23 , 29860.0, 5 day avg , na,
2004-01-16 , 28062.5, 4 day avg , na,
2004-01-09 , 26220.0, 5 day avg , na,
2004-01-02 , 24850.0, 2 day avg , na,
2003-12-26 , 24175.0, 4 day avg , na,
2003-12-19 , 26835.2, 5 day avg , 4450.0, 5 day avg
2003-12-12 , 40991.2, 5 day avg , 14780.0, 5 day avg
2003-12-05 , 41778.2, 5 day avg , na,
2003-11-28 , 42367.0, 4 day avg , na,
2003-11-21 , 42050.0, 5 day avg , na,
2003-11-14 , 41466.0, 5 day avg , na,
2003-11-07 , 40930.0, 4 day avg , na,
2003-10-31 , 35795.2, 5 day avg , na,
2003-10-24 , 28320.0, 5 day avg , na,
2003-10-17 , 22462.8, 4 day avg , na,
2003-10-10 , 15480.6, 5 day avg , na,
2003-10-03 , 6040.0, 5 day avg , na,
2003-09-26 , 2250.0, 4 day avg , na,
2003-09-19 , 1975.0, 4 day avg , na,
2003-09-12 , 31770.0, 5 day avg , 900.600, 5 day avg
2003-09-05 , 31610.0, 5 day avg , 1.0000, 5 day avg
2003-08-29 , 31280.0, 5 day avg , 1.0000, 5 day avg
2003-08-22 , 29310.0, 5 day avg , 1.0000, 5 day avg
2003-08-15 , 28410.0, 5 day avg , 1.0000, 5 day avg
2003-08-08 , 27960.0, 5 day avg , 1.0000, 5 day avg
2003-08-01 , 26450.0, 5 day avg , 1.0000, 5 day avg
2003-07-25 , 24475.0, 4 day avg , 1.0000, 4 day avg
2003-07-18 , 23030.0, 5 day avg , 0.8000, 5 day avg
2003-07-11 , 21630.0, 5 day avg , na,
2003-07-04 , 19980.0, 5 day avg , na,
2003-06-27 , 15540.0, 5 day avg , na,
2003-06-20 , 10852.0, 5 day avg , 900.000, 5 day avg
2003-06-13 , 14420.0, 5 day avg , 1840.0, 5 day avg
2003-06-06 , 12860.0, 5 day avg , na,
2003-05-30 , 10428.0, 5 day avg , na,
2003-05-23 , 8306.0, 5 day avg , na,
2003-05-16 , 6530.0, 5 day avg , na,
2003-05-09 , 3110.0, 1 day avg , na,
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