|
|
| TIFFE TFX - Tokyo Financial Futures Exchange (TFX, formerly TIFFE)
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
(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 |
|
| (0ys) Ten-year ¥ SwapnoteTM . Futures . Average Volume
|
|
, (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 Volume ,, Avg daily Volume ,
2007.1 , na, 51 day avg , na, 51 day avg
2006.4 , 1, 62 day avg , na, 62 day avg
2006.3 , 13, 63 day avg , 1, 63 day avg
2006.2 , 19, 62 day avg , na, 62 day avg
2006.1 , 40, 61 day avg , 10, 61 day avg
2005.4 , 52, 61 day avg , 7, 61 day avg
2005.3 , 117, 63 day avg , 5, 63 day avg
2005.2 , 148, 61 day avg , 12, 61 day avg
2005.1 , 231, 60 day avg , 21, 60 day avg
2004.4 , 330, 61 day avg , 51, 61 day avg
2004.3 , 339, 63 day avg , 86, 63 day avg
2004.2 , 530, 61 day avg , 196, 61 day avg
2004.1 , 677, 61 day avg , 191, 61 day avg
2003.4 , 589, 61 day avg , 200, 61 day avg
2003.3 , 1008, 63 day avg , 242, 63 day avg
2003.2 , 6337, 37 day avg , 1258, 37 day avg
|