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(ey) Three-month Euroyen futures . 48589 (Ey1) One-year Euroyen futures . 1431
(ley) Three-month Euroyen LIBOR futures . 9469 (ud) US Dollar/Japanese Yen currency futures . 9491
(5ys) Five-year ¥ SwapnoteTM . 1910 (0ys) Ten-year ¥ SwapnoteTM . 1910
(usd) US Dollar-Jap Yen Exchange Forex Margin . 802 (eur) Euro-Japanese Yen Exchange Forex Margin . 802
(gbp) British Pound-Japanese Yen Exchange For . 802 (aud) Australian Dollar-Japanese Yen Exchange . 802
(chf) Swiss Franc-Japanese Yen Exchange Forex . 721 (cad) Canadian Dollar-Japanese Yen Exchange F . 721
(nzd) New Zealand Dollar-Japanese Yen Exchang . 721 (onc) Over-Night Call Rate futures . 1951
(rep) Spot-Next Repo Rate futures . 1944
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest
Derivatives Class :
Futures Options Other Derivatives

(5ys) Five-year ¥ SwapnoteTM.
Column ( 1) (5ys) Five-year ¥ SwapnoteTM maturity 1. Nearest maturity . Number of observations : 47
Column ( 2) (5ys) Five-year ¥ SwapnoteTM maturity 2. 2nd maturity . Number of observations : 47
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 Open Interest
             , (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 Open Int ,,     Avg daily Open Int ,
2007-03      ,        123,  13 day avg ,         na,  13 day avg 
2007-02      ,        300,  19 day avg ,         na,  19 day avg 
2007-01      ,        300,  19 day avg ,         na,  19 day avg 
2006-12      ,        280,  21 day avg ,         38,  21 day avg 
2006-11      ,        300,  20 day avg ,         na,  20 day avg 
2006-10      ,        300,  21 day avg ,         na,  21 day avg 
2006-09      ,        495,  20 day avg ,        110,  20 day avg 
2006-08      ,        483,  23 day avg ,         na,  23 day avg 
2006-07      ,        400,  20 day avg ,         na,  20 day avg 
2006-06      ,        801,  22 day avg ,        145,  22 day avg 
2006-05      ,       1110,  20 day avg ,         na,  20 day avg 
2006-04      ,       1104,  20 day avg ,         na,  20 day avg 
2006-03      ,        918,  22 day avg ,        181,  22 day avg 
2006-02      ,       1050,  20 day avg ,         na,  20 day avg 
2006-01      ,       1068,  19 day avg ,         na,  19 day avg 
2005-12      ,       1109,  21 day avg ,          9,  21 day avg 
2005-11      ,       1609,  20 day avg ,         na,  20 day avg 
2005-10      ,       1250,  20 day avg ,         na,  20 day avg 
2005-09      ,       1989,  20 day avg ,         67,  20 day avg 
2005-08      ,       2582,  23 day avg ,         na,  23 day avg 
2005-07      ,       1985,  20 day avg ,         na,  20 day avg 
2005-06      ,       2480,  22 day avg ,        110,  22 day avg 
2005-05      ,       3363,  19 day avg ,         na,  19 day avg 
2005-04      ,       3530,  20 day avg ,         na,  20 day avg 
2005-03      ,       5338,  22 day avg ,        146,  22 day avg 
2005-02      ,       7683,  19 day avg ,         na,  19 day avg 
2005-01      ,       5882,  19 day avg ,         na,  19 day avg 
2004-12      ,       9454,  21 day avg ,        657,  21 day avg 
2004-11      ,      14966,  20 day avg ,         na,  20 day avg 
2004-10      ,      13738,  20 day avg ,         na,  20 day avg 
2004-09      ,      17288,  20 day avg ,       3555,  20 day avg 
2004-08      ,      25025,  22 day avg ,        290,  22 day avg 
2004-07      ,      23566,  21 day avg ,         na,  21 day avg 
2004-06      ,      23886,  22 day avg ,       2540,  22 day avg 
2004-05      ,      27649,  18 day avg ,         na,  18 day avg 
2004-04      ,      17383,  21 day avg ,         na,  21 day avg 
2004-03      ,      26312,  23 day avg ,       1791,  23 day avg 
2004-02      ,      37805,  19 day avg ,         na,  19 day avg 
2004-01      ,      29631,  19 day avg ,         na,  19 day avg 
2003-12      ,      33067,  21 day avg ,       4578,  21 day avg 
2003-11      ,      41709,  18 day avg ,         na,  18 day avg 
2003-10      ,      23328,  22 day avg ,         na,  22 day avg 
2003-09      ,      16930,  20 day avg ,        225,  20 day avg 
2003-08      ,      29150,  21 day avg ,          1,  21 day avg 
2003-07      ,      23100,  22 day avg ,          0,  22 day avg 
2003-06      ,      13626,  21 day avg ,        652,  21 day avg 
2003-05      ,       8089,  16 day avg ,         na,  16 day avg