|
|
|
|
| NYBOT ice
- New York Board of Trade - part of I.C.E.
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
| Futures |
Options |
Other Derivatives |
|
|
US$/Canadian dollar (YD). ract size: 200,000 US$ price quote = Can dollars per US$, 4 decimal places Mininum price fluctuation : 0.0001 or 20 Can dollars per contract. --- BEWARE CHG OF UNITS 2007-April-4 --- Otherwise as stated. Trading Hours: 7:00 pm to 10:00pm, 3:00 am to 8:05 am, 8:05 am to 3:00 pm (closing period commences at 2:59 pm). Contract Months: March, June, September and December. Settlement: Physical delivery on the third Wednesday of the expiring month. Cash settled contracts are settled on the last day of trading. Ticks: 1/2 ticks on spread trades are permitted. Last Trading Day: Two business days prior to the third Wednesday of the expiring month, except for the US$/Canadian $, which is one business day prior to the 3rd Wed. of the expiring month and the U.S./Hungarian forint, which is 3 business days prior to the 3rd Wed. of the expiring month. Trading in the expiring month ceases at 10:16 am (NY time). (Specifications are as of Dec 10, 2004).
Grp: 33. US$/Canadian dollar (YD)
Column ( 1) US$/Canadian dollar (YD) maturity 1.
Nearest maturity
. Var:198. Obs for freq: 3. LeastFreq: daily
Column ( 2) US$/Canadian dollar (YD) maturity 2.
2nd maturity
. Var:199. Obs for freq: 3. LeastFreq: daily
Column ( 3) US$/Canadian dollar (YD) maturity 3.
3rd maturity
. Var:200. Obs for freq: 3. LeastFreq: daily
Column ( 4) US$/Canadian dollar (YD) maturity 4.
4th maturity
. Var:201. Obs for freq: 3. LeastFreq: daily
Column ( 5) US$/Canadian dollar (YD) maturity 5.
5th maturity
. Var:202. Obs for freq: 3. LeastFreq: daily
EconStats does not guarantee the accuracy of this data. Copyright 2013 by EconStats.
2013 apr 14, 1:20 am |
| |
|
US$/Canadian dollar (YD) . Futures . Average Open Interest
|
|
, US$/Canadian dollar ,, US$/Canadian dollar ,, US$/Canadian dollar ,, US$/Canadian dollar ,, US$/Canadian dollar ,
, (YD) ,, (YD) ,, (YD) ,, (YD) ,, (YD) ,
, YD1st ,, YD2nd ,, YD3rd ,, YD4th ,, YD5th ,
, US$/Canadian dollar ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,
, (YD); Nearest expirati ,, ,, ,, ,, ,
, on ,, ,, ,, ,, ,
, Jan.2005 to Dec.20.2007,, Jan.2005 to Oct.10.2007,, Jan.2005 to Oct.10.2007,, Jan.2005 to Oct.10.2007,, Mar.2005 to Sep.20.2007,
, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2007 , 66, 248 day avg , 0, 197 day avg , na, 197 day avg , na, 197 day avg , na, 6 day avg
2006 , 69, 256 day avg , 8, 256 day avg , na, 256 day avg , na, 256 day avg , na, 5 day avg
2005 , 59, 234 day avg , 3, 235 day avg , na, 235 day avg , na, 235 day avg , na, 4 day avg