|
|
| 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 : 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 |
|
| (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 ,
2007.1 , 9, 51 day avg , na, 51 day avg
2006.4 , 8, 62 day avg , 8, 62 day avg
2006.3 , 33, 63 day avg , 14, 63 day avg
2006.2 , 14, 62 day avg , 8, 62 day avg
2006.1 , 31, 61 day avg , 18, 61 day avg
2005.4 , 47, 61 day avg , 1, 61 day avg
2005.3 , 76, 63 day avg , 13, 63 day avg
2005.2 , 203, 61 day avg , 26, 61 day avg
2005.1 , 299, 60 day avg , 30, 60 day avg
2004.4 , 333, 61 day avg , 53, 61 day avg
2004.3 , 798, 63 day avg , 166, 63 day avg
2004.2 , 1228, 61 day avg , 246, 61 day avg
2004.1 , 941, 61 day avg , 217, 61 day avg
2003.4 , 1534, 61 day avg , 366, 61 day avg
2003.3 , 558, 63 day avg , 27, 63 day avg
2003.2 , 1264, 37 day avg , 145, 37 day avg
|