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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 Volume
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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 Volume ,, Avg daily Volume ,
2007-03-23 , na, , na,
2007-03-16 , 20.0000, 5 day avg , na,
2007-03-09 , 40.0000, 5 day avg , na,
2007-03-02 , na, , na,
2007-02-23 , 40.0000, 5 day avg , na,
2007-02-16 , na, , na,
2007-02-09 , na, , na,
2007-02-02 , na, , na,
2007-01-26 , na, , na,
2007-01-19 , na, , na,
2007-01-12 , na, , na,
2007-01-05 , na, , na,
2006-12-29 , na, , na,
2006-12-22 , na, , na,
2006-12-15 , 100.000, 5 day avg , 100.000, 5 day avg
2006-12-08 , na, , na,
2006-12-01 , na, , na,
2006-11-24 , na, , na,
2006-11-17 , na, , na,
2006-11-10 , na, , na,
2006-11-03 , na, , na,
2006-10-27 , na, , na,
2006-10-20 , na, , na,
2006-10-13 , na, , na,
2006-10-06 , na, , na,
2006-09-29 , 60.0000, 5 day avg , na,
2006-09-22 , 50.0000, 4 day avg , na,
2006-09-15 , 182.000, 5 day avg , 180.000, 5 day avg
2006-09-08 , na, , na,
2006-09-01 , 2.0000, 5 day avg , na,
2006-08-25 , 120.000, 5 day avg , na,
2006-08-18 , na, , na,
2006-08-11 , na, , na,
2006-08-04 , na, , na,
2006-07-28 , 20.0000, 5 day avg , na,
2006-07-21 , na, , na,
2006-07-14 , na, , na,
2006-07-07 , na, , na,
2006-06-30 , 40.0000, 5 day avg , na,
2006-06-23 , na, , na,
2006-06-16 , 60.0000, 5 day avg , 20.0000, 5 day avg
2006-06-09 , na, , 80.0000, 5 day avg
2006-06-02 , na, , na,
2006-05-26 , na, , na,
2006-05-19 , na, , na,
2006-05-12 , 40.0000, 5 day avg , na,
2006-05-05 , 50.0000, 2 day avg , na,
2006-04-28 , 20.0000, 5 day avg , na,
2006-04-21 , 2.0000, 5 day avg , na,
2006-04-14 , na, , na,
2006-04-07 , na, , na,
2006-03-31 , 40.0000, 5 day avg , na,
2006-03-24 , na, , na,
2006-03-17 , na, , na,
2006-03-10 , 220.000, 5 day avg , 220.000, 5 day avg
2006-03-03 , na, , na,
2006-02-24 , na, , na,
2006-02-17 , 40.0000, 5 day avg , na,
2006-02-10 , 40.0000, 5 day avg , na,
2006-02-03 , na, , na,
2006-01-27 , na, , na,
2006-01-20 , na, , na,
2006-01-13 , 50.0000, 4 day avg , na,
2006-01-06 , na, , na,
2005-12-30 , na, , na,
2005-12-23 , 200.000, 4 day avg , na,
2005-12-16 , 180.000, 5 day avg , 20.0000, 5 day avg
2005-12-09 , 40.0000, 5 day avg , na,
2005-12-02 , na, , na,
2005-11-25 , na, , na,
2005-11-18 , na, , na,
2005-11-11 , na, , na,
2005-11-04 , 102.500, 4 day avg , na,
2005-10-28 , 60.0000, 5 day avg , na,
2005-10-21 , 40.0000, 5 day avg , na,
2005-10-14 , na, , na,
2005-10-07 , 20.0000, 5 day avg , na,
2005-09-30 , 20.0000, 5 day avg , na,
2005-09-23 , 100.000, 3 day avg , na,
2005-09-16 , 224.000, 5 day avg , 164.000, 5 day avg
2005-09-09 , 20.0000, 5 day avg , na,
2005-09-02 , 22.0000, 5 day avg , na,
2005-08-26 , na, , na,
2005-08-19 , 140.000, 5 day avg , na,
2005-08-12 , 398.000, 5 day avg , na,
2005-08-05 , na, , na,
2005-07-29 , 20.0000, 5 day avg , na,
2005-07-22 , na, , na,
2005-07-15 , 20.0000, 5 day avg , na,
2005-07-08 , 40.0000, 5 day avg , na,
2005-07-01 , 54.0000, 5 day avg , na,
2005-06-24 , 102.000, 5 day avg , na,
2005-06-17 , 278.000, 5 day avg , 150.000, 5 day avg
2005-06-10 , 336.000, 5 day avg , 178.000, 5 day avg
2005-06-03 , 116.000, 5 day avg , na,
2005-05-27 , 422.000, 5 day avg , na,
2005-05-20 , 262.000, 5 day avg , na,
2005-05-13 , 440.000, 5 day avg , na,
2005-05-06 , na, , na,
2005-04-29 , na, , na,
2005-04-22 , 36.0000, 5 day avg , na,
2005-04-15 , 300.000, 5 day avg , na,
2005-04-08 , 80.0000, 5 day avg , na,
2005-04-01 , 240.000, 5 day avg , na,
2005-03-25 , 337.500, 4 day avg , na,
2005-03-18 , 340.000, 5 day avg , 4.0000, 5 day avg
2005-03-11 , 620.000, 5 day avg , 360.000, 5 day avg
2005-03-04 , 342.000, 5 day avg , na,
2005-02-25 , 120.000, 5 day avg , na,
2005-02-18 , 202.000, 5 day avg , na,
2005-02-11 , 400.000, 4 day avg , na,
2005-02-04 , 428.000, 5 day avg , na,
2005-01-28 , 140.000, 5 day avg , na,
2005-01-21 , 170.000, 5 day avg , na,
2005-01-14 , 312.500, 4 day avg , na,
2005-01-07 , 262.500, 4 day avg , na,
2004-12-31 , 275.000, 4 day avg , na,
2004-12-24 , 175.000, 4 day avg , na,
2004-12-17 , 170.000, 5 day avg , na,
2004-12-10 , 690.000, 5 day avg , 490.000, 5 day avg
2004-12-03 , 340.000, 5 day avg , 160.000, 5 day avg
2004-11-26 , 187.500, 4 day avg , na,
2004-11-19 , 500.000, 5 day avg , na,
2004-11-12 , 430.000, 5 day avg , na,
2004-11-05 , 205.000, 4 day avg , na,
2004-10-29 , 168.000, 5 day avg , na,
2004-10-22 , 400.000, 5 day avg , na,
2004-10-15 , 285.000, 4 day avg , na,
2004-10-08 , 460.000, 5 day avg , na,
2004-10-01 , 868.000, 5 day avg , na,
2004-09-24 , 1466.7, 3 day avg , na,
2004-09-17 , 192.000, 5 day avg , 12.0000, 5 day avg
2004-09-10 , 956.000, 5 day avg , 860.000, 5 day avg
2004-09-03 , 1132.0, 5 day avg , 830.000, 5 day avg
2004-08-27 , 1400.0, 5 day avg , 400.000, 5 day avg
2004-08-20 , 440.000, 5 day avg , na,
2004-08-13 , 430.000, 5 day avg , na,
2004-08-06 , 526.000, 5 day avg , na,
2004-07-30 , 372.000, 5 day avg , na,
2004-07-23 , 415.000, 4 day avg , na,
2004-07-16 , 424.000, 5 day avg , na,
2004-07-09 , 1556.0, 5 day avg , na,
2004-07-02 , 1194.0, 5 day avg , na,
2004-06-25 , 854.000, 5 day avg , na,
2004-06-18 , 1368.0, 5 day avg , 220.000, 5 day avg
2004-06-11 , 3196.0, 5 day avg , 2790.0, 5 day avg
2004-06-04 , 1345.8, 5 day avg , na,
2004-05-28 , 1514.0, 5 day avg , na,
2004-05-21 , 841.800, 5 day avg , na,
2004-05-14 , 2484.0, 5 day avg , na,
2004-05-07 , 875.000, 2 day avg , na,
2004-04-30 , 733.000, 4 day avg , na,
2004-04-23 , 480.800, 5 day avg , na,
2004-04-16 , 558.200, 5 day avg , na,
2004-04-09 , 601.200, 5 day avg , na,
2004-04-02 , 790.800, 5 day avg , na,
2004-03-26 , 708.600, 5 day avg , na,
2004-03-19 , 827.400, 5 day avg , 160.000, 5 day avg
2004-03-12 , 2566.2, 5 day avg , 2087.6, 5 day avg
2004-03-05 , 1091.0, 5 day avg , 400.000, 5 day avg
2004-02-27 , 644.000, 5 day avg , na,
2004-02-20 , 680.000, 5 day avg , na,
2004-02-13 , 400.000, 4 day avg , na,
2004-02-06 , 740.000, 5 day avg , na,
2004-01-30 , 1060.0, 5 day avg , na,
2004-01-23 , 1050.0, 5 day avg , na,
2004-01-16 , 637.500, 4 day avg , na,
2004-01-09 , 670.000, 5 day avg , na,
2004-01-02 , 300.000, 2 day avg , na,
2003-12-26 , 175.000, 4 day avg , na,
2003-12-19 , 1560.0, 5 day avg , 553.000, 5 day avg
2003-12-12 , 4123.4, 5 day avg , 3920.0, 5 day avg
2003-12-05 , 1260.4, 5 day avg , na,
2003-11-28 , 200.000, 4 day avg , na,
2003-11-21 , 325.000, 5 day avg , na,
2003-11-14 , 793.400, 5 day avg , na,
2003-11-07 , 1836.3, 4 day avg , na,
2003-10-31 , 1677.8, 5 day avg , na,
2003-10-24 , 1840.0, 5 day avg , na,
2003-10-17 , 2425.0, 4 day avg , na,
2003-10-10 , 1230.0, 5 day avg , na,
2003-10-03 , 2080.0, 5 day avg , na,
2003-09-26 , 125.000, 4 day avg , na,
2003-09-19 , 287.500, 4 day avg , na,
2003-09-12 , 400.000, 5 day avg , 350.000, 5 day avg
2003-09-05 , 220.000, 5 day avg , na,
2003-08-29 , 620.000, 5 day avg , na,
2003-08-22 , 1260.0, 5 day avg , na,
2003-08-15 , 290.000, 5 day avg , na,
2003-08-08 , 930.000, 5 day avg , na,
2003-08-01 , 900.000, 5 day avg , na,
2003-07-25 , 550.000, 4 day avg , na,
2003-07-18 , 300.000, 5 day avg , 0.2000, 5 day avg
2003-07-11 , 320.000, 5 day avg , na,
2003-07-04 , 1410.0, 5 day avg , na,
2003-06-27 , 900.000, 5 day avg , na,
2003-06-20 , 2500.2, 5 day avg , 140.000, 5 day avg
2003-06-13 , 1000.0, 5 day avg , 940.000, 5 day avg
2003-06-06 , 780.000, 5 day avg , na,
2003-05-30 , 940.000, 5 day avg , na,
2003-05-23 , 820.000, 5 day avg , na,
2003-05-16 , 1414.0, 5 day avg , na,
2003-05-09 , 3110.0, 1 day avg , na,
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