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| NYBOT ice
- New York Board of Trade - part of I.C.E.
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Frequency :
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PVO
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Derivatives Class :
| Futures |
Options |
Other Derivatives |
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US$/Swiss franc (YF). ract size: 200,000 US$ price quote = Sw francs per US$, 4 decimal places Mininum price fluctuation : 0.0001 or 20 Sw francs per contract. --- BEWARE CHG OF UNITS 2007-April-4 --- Otherwise as stated. Trading Hours: 7:00 pm to 10:00pm, 3:00 am to 8:05 am, 8:05 am to 3:00 pm (closing period commences at 2:59 pm). Contract Months: March, June, September and December. Settlement: Physical delivery on the third Wednesday of the expiring month. Cash settled contracts are settled on the last day of trading. Ticks: 1/2 ticks on spread trades are permitted. Last Trading Day: Two business days prior to the third Wednesday of the expiring month, except for the US$/Canadian $, which is one business day prior to the 3rd Wed. of the expiring month and the U.S./Hungarian forint, which is 3 business days prior to the 3rd Wed. of the expiring month. Trading in the expiring month ceases at 10:16 am (NY time). (Specifications are as of Dec 10, 2004).
Grp: 35. US$/Swiss franc (YF)
Column ( 1) US$/Swiss franc (YF) maturity 1.
Nearest maturity
. Var:208. Obs for freq: 12. LeastFreq: daily
Column ( 2) US$/Swiss franc (YF) maturity 2.
2nd maturity
. Var:209. Obs for freq: 12. LeastFreq: daily
Column ( 3) US$/Swiss franc (YF) maturity 3.
3rd maturity
. Var:210. Obs for freq: 12. LeastFreq: daily
Column ( 4) US$/Swiss franc (YF) maturity 4.
4th maturity
. Var:211. Obs for freq: 12. LeastFreq: daily
Column ( 5) US$/Swiss franc (YF) maturity 5.
5th maturity
. Var:212. Obs for freq: 11. LeastFreq: daily
EconStats does not guarantee the accuracy of this data. Copyright 2013 by EconStats.
2013 apr 14, 1:20 am |
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US$/Swiss franc (YF) . Futures . Average Open Interest
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, US$/Swiss franc (YF) ,, US$/Swiss franc (YF) ,, US$/Swiss franc (YF) ,, US$/Swiss franc (YF) ,, US$/Swiss franc (YF) ,
, ,, ,, ,, ,, ,
, YF1st ,, YF2nd ,, YF3rd ,, YF4th ,, YF5th ,
, US$/Swiss franc (YF) ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,
, ; Nearest expiration ,, ,, ,, ,, ,
, Jan.2005 to Dec.19.2007,, Jan.2005 to Oct.10.2007,, Jan.2005 to Oct.10.2007,, Jan.2005 to Oct.10.2007,, Mar.2005 to Sep.19.2007,
, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2007.4 , 169, 58 day avg , na, 8 day avg , na, 8 day avg , na, 8 day avg , na, 0 day avg
2007.3 , 135, 65 day avg , 21, 65 day avg , na, 65 day avg , na, 65 day avg , na, 2 day avg
2007.2 , 120, 64 day avg , 19, 64 day avg , na, 64 day avg , na, 64 day avg , na, 2 day avg
2007.1 , 273, 60 day avg , 6, 60 day avg , na, 60 day avg , na, 60 day avg , na, 2 day avg
2006.4 , 463, 64 day avg , 30, 64 day avg , na, 64 day avg , na, 64 day avg , na, 2 day avg
2006.3 , 251, 65 day avg , 51, 65 day avg , na, 65 day avg , na, 65 day avg , na, 1 day avg
2006.2 , 382, 63 day avg , 11, 63 day avg , na, 63 day avg , na, 63 day avg , na, 1 day avg
2006.1 , 288, 64 day avg , 55, 64 day avg , na, 64 day avg , na, 64 day avg , na, 1 day avg
2005.4 , 358, 63 day avg , 11, 63 day avg , na, 63 day avg , na, 63 day avg , na, 1 day avg
2005.3 , 197, 66 day avg , 27, 66 day avg , na, 66 day avg , na, 66 day avg , na, 1 day avg
2005.2 , 285, 64 day avg , 28, 64 day avg , na, 64 day avg , na, 64 day avg , na, 1 day avg
2005.1 , 242, 41 day avg , 25, 42 day avg , na, 42 day avg , na, 42 day avg , na, 1 day avg