|
|
| TIFFE TFX - Tokyo Financial Futures Exchange (TFX, formerly TIFFE)
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
(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 |
|
| (5ys) Five-year ¥ SwapnoteTM . Futures . Average Volume
|
|
, (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 Volume ,, Avg daily Volume ,
2007-03 , 23, 13 day avg , na, 13 day avg
2007-02 , 10, 19 day avg , na, 19 day avg
2007-01 , na, 19 day avg , na, 19 day avg
2006-12 , 23, 21 day avg , 23, 21 day avg
2006-11 , na, 20 day avg , na, 20 day avg
2006-10 , na, 21 day avg , na, 21 day avg
2006-09 , 70, 20 day avg , 45, 20 day avg
2006-08 , 26, 23 day avg , na, 23 day avg
2006-07 , 5, 20 day avg , na, 20 day avg
2006-06 , 22, 22 day avg , 22, 22 day avg
2006-05 , 15, 20 day avg , na, 20 day avg
2006-04 , 5, 20 day avg , na, 20 day avg
2006-03 , 59, 22 day avg , 50, 22 day avg
2006-02 , 20, 20 day avg , na, 20 day avg
2006-01 , 10, 19 day avg , na, 19 day avg
2005-12 , 90, 21 day avg , 4, 21 day avg
2005-11 , 20, 20 day avg , na, 20 day avg
2005-10 , 30, 20 day avg , na, 20 day avg
2005-09 , 86, 20 day avg , 41, 20 day avg
2005-08 , 117, 23 day avg , na, 23 day avg
2005-07 , 20, 20 day avg , na, 20 day avg
2005-06 , 201, 22 day avg , 74, 22 day avg
2005-05 , 295, 19 day avg , na, 19 day avg
2005-04 , 119, 20 day avg , na, 20 day avg
2005-03 , 388, 22 day avg , 82, 22 day avg
2005-02 , 253, 19 day avg , na, 19 day avg
2005-01 , 241, 19 day avg , na, 19 day avg
2004-12 , 338, 21 day avg , 154, 21 day avg
2004-11 , 346, 20 day avg , na, 20 day avg
2004-10 , 315, 20 day avg , na, 20 day avg
2004-09 , 955, 20 day avg , 425, 20 day avg
2004-08 , 681, 22 day avg , 90, 22 day avg
2004-07 , 772, 21 day avg , na, 21 day avg
2004-06 , 1667, 22 day avg , 684, 22 day avg
2004-05 , 1458, 18 day avg , na, 18 day avg
2004-04 , 570, 21 day avg , na, 21 day avg
2004-03 , 1263, 23 day avg , 575, 23 day avg
2004-02 , 627, 19 day avg , na, 19 day avg
2004-01 , 865, 19 day avg , na, 19 day avg
2003-12 , 1715, 21 day avg , 1065, 21 day avg
2003-11 , 763, 18 day avg , na, 18 day avg
2003-10 , 1992, 22 day avg , na, 22 day avg
2003-09 , 237, 20 day avg , 87, 20 day avg
2003-08 , 761, 21 day avg , na, 21 day avg
2003-07 , 656, 22 day avg , 0, 22 day avg
2003-06 , 1323, 21 day avg , 257, 21 day avg
2003-05 , 1186, 16 day avg , na, 16 day avg
|