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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 : 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

(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 ,
2007-03-23   ,                    na,  ,                    na,  
2007-03-16   ,    20.0000,   5 day avg ,                    na,  
2007-03-09   ,    180.000,   5 day avg ,                    na,  
2007-03-02   ,    300.000,   5 day avg ,                    na,  
2007-02-23   ,    300.000,   5 day avg ,                    na,  
2007-02-16   ,    300.000,   4 day avg ,                    na,  
2007-02-09   ,    300.000,   5 day avg ,                    na,  
2007-02-02   ,    300.000,   5 day avg ,                    na,  
2007-01-26   ,    300.000,   5 day avg ,                    na,  
2007-01-19   ,    300.000,   5 day avg ,                    na,  
2007-01-12   ,    300.000,   4 day avg ,                    na,  
2007-01-05   ,    300.000,   2 day avg ,                    na,  
2006-12-29   ,    300.000,   5 day avg ,                    na,  
2006-12-22   ,    260.000,   5 day avg ,    60.0000,   5 day avg 
2006-12-15   ,    260.000,   5 day avg ,    100.000,   5 day avg 
2006-12-08   ,    300.000,   5 day avg ,                    na,  
2006-12-01   ,    300.000,   5 day avg ,                    na,  
2006-11-24   ,    300.000,   4 day avg ,                    na,  
2006-11-17   ,    300.000,   5 day avg ,                    na,  
2006-11-10   ,    300.000,   5 day avg ,                    na,  
2006-11-03   ,    300.000,   4 day avg ,                    na,  
2006-10-27   ,    300.000,   5 day avg ,                    na,  
2006-10-20   ,    300.000,   5 day avg ,                    na,  
2006-10-13   ,    300.000,   4 day avg ,                    na,  
2006-10-06   ,    300.000,   5 day avg ,                    na,  
2006-09-29   ,    480.000,   5 day avg ,                    na,  
2006-09-22   ,    525.000,   4 day avg ,                    na,  
2006-09-15   ,    242.000,   5 day avg ,    440.000,   5 day avg 
2006-09-08   ,    700.000,   5 day avg ,                    na,  
2006-09-01   ,    702.000,   5 day avg ,                    na,  
2006-08-25   ,    540.000,   5 day avg ,                    na,  
2006-08-18   ,    400.000,   5 day avg ,                    na,  
2006-08-11   ,    400.000,   5 day avg ,                    na,  
2006-08-04   ,    400.000,   5 day avg ,                    na,  
2006-07-28   ,    400.000,   5 day avg ,                    na,  
2006-07-21   ,    400.000,   4 day avg ,                    na,  
2006-07-14   ,    400.000,   5 day avg ,                    na,  
2006-07-07   ,    400.000,   5 day avg ,                    na,  
2006-06-30   ,    400.000,   5 day avg ,                    na,  
2006-06-23   ,    502.000,   5 day avg ,    80.0000,   5 day avg 
2006-06-16   ,     1070.0,   5 day avg ,    380.000,   5 day avg 
2006-06-09   ,     1110.0,   5 day avg ,    180.000,   5 day avg 
2006-06-02   ,     1110.0,   5 day avg ,                    na,  
2006-05-26   ,     1110.0,   5 day avg ,                    na,  
2006-05-19   ,     1110.0,   5 day avg ,                    na,  
2006-05-12   ,     1110.0,   5 day avg ,                    na,  
2006-05-05   ,     1110.0,   2 day avg ,                    na,  
2006-04-28   ,     1110.0,   5 day avg ,                    na,  
2006-04-21   ,     1106.0,   5 day avg ,                    na,  
2006-04-14   ,     1100.0,   5 day avg ,                    na,  
2006-04-07   ,     1100.0,   5 day avg ,                    na,  
2006-03-31   ,     1100.0,   5 day avg ,                    na,  
2006-03-24   ,     1100.0,   4 day avg ,                    na,  
2006-03-17   ,    880.000,   5 day avg ,    220.000,   5 day avg 
2006-03-10   ,    520.000,   5 day avg ,    580.000,   5 day avg 
2006-03-03   ,     1100.0,   5 day avg ,                    na,  
2006-02-24   ,     1100.0,   5 day avg ,                    na,  
2006-02-17   ,     1020.0,   5 day avg ,                    na,  
2006-02-10   ,    980.000,   5 day avg ,                    na,  
2006-02-03   ,     1100.0,   5 day avg ,                    na,  
2006-01-27   ,     1100.0,   5 day avg ,                    na,  
2006-01-20   ,     1100.0,   5 day avg ,                    na,  
2006-01-13   ,     1100.0,   4 day avg ,                    na,  
2006-01-06   ,    900.000,   3 day avg ,                    na,  
2005-12-30   ,    900.000,   5 day avg ,                    na,  
2005-12-23   ,    607.500,   4 day avg ,    25.0000,   4 day avg 
2005-12-16   ,    990.000,   5 day avg ,    20.0000,   5 day avg 
2005-12-09   ,     1630.0,   5 day avg ,                    na,  
2005-12-02   ,     1630.0,   5 day avg ,                    na,  
2005-11-25   ,     1630.0,   4 day avg ,                    na,  
2005-11-18   ,     1630.0,   5 day avg ,                    na,  
2005-11-11   ,     1630.0,   5 day avg ,                    na,  
2005-11-04   ,     1422.5,   4 day avg ,                    na,  
2005-10-28   ,     1340.0,   5 day avg ,                    na,  
2005-10-21   ,     1300.0,   5 day avg ,                    na,  
2005-10-14   ,     1220.0,   4 day avg ,                    na,  
2005-10-07   ,     1140.0,   5 day avg ,                    na,  
2005-09-30   ,     1060.0,   5 day avg ,                    na,  
2005-09-23   ,    953.333,   3 day avg ,                    na,  
2005-09-16   ,     2322.0,   5 day avg ,    268.000,   5 day avg 
2005-09-09   ,     2870.0,   5 day avg ,                    na,  
2005-09-02   ,     2832.0,   5 day avg ,                    na,  
2005-08-26   ,     2840.0,   5 day avg ,                    na,  
2005-08-19   ,     2856.0,   5 day avg ,                    na,  
2005-08-12   ,     2534.0,   5 day avg ,                    na,  
2005-08-05   ,     1950.0,   5 day avg ,                    na,  
2005-07-29   ,     1950.0,   5 day avg ,                    na,  
2005-07-22   ,     2050.0,   4 day avg ,                    na,  
2005-07-15   ,     2010.0,   5 day avg ,                    na,  
2005-07-08   ,     1950.0,   5 day avg ,                    na,  
2005-07-01   ,     2028.0,   5 day avg ,                    na,  
2005-06-24   ,     2080.0,   5 day avg ,                    na,  
2005-06-17   ,     2236.0,   5 day avg ,    308.000,   5 day avg 
2005-06-10   ,     3060.0,   5 day avg ,    178.000,   5 day avg 
2005-06-03   ,     3174.0,   5 day avg ,                    na,  
2005-05-27   ,     3326.0,   5 day avg ,                    na,  
2005-05-20   ,     3336.0,   5 day avg ,                    na,  
2005-05-13   ,     3374.0,   5 day avg ,                    na,  
2005-05-06   ,     3670.0,   2 day avg ,                    na,  
2005-04-29   ,     3670.0,   4 day avg ,                    na,  
2005-04-22   ,     3630.0,   5 day avg ,                    na,  
2005-04-15   ,     3490.0,   5 day avg ,                    na,  
2005-04-08   ,     3410.0,   5 day avg ,                    na,  
2005-04-01   ,     3302.0,   5 day avg ,                    na,  
2005-03-25   ,     3050.0,   4 day avg ,                    na,  
2005-03-18   ,     3332.0,   5 day avg ,    324.000,   5 day avg 
2005-03-11   ,     8400.0,   5 day avg ,    320.000,   5 day avg 
2005-03-04   ,     8330.0,   5 day avg ,                    na,  
2005-02-25   ,     8390.0,   5 day avg ,                    na,  
2005-02-18   ,     7944.0,   5 day avg ,                    na,  
2005-02-11   ,     7250.0,   4 day avg ,                    na,  
2005-02-04   ,     6720.0,   5 day avg ,                    na,  
2005-01-28   ,     6440.0,   5 day avg ,                    na,  
2005-01-21   ,     6230.0,   5 day avg ,                    na,  
2005-01-14   ,     5625.0,   4 day avg ,                    na,  
2005-01-07   ,     4827.5,   4 day avg ,                    na,  
2004-12-31   ,     4110.0,   4 day avg ,                    na,  
2004-12-24   ,     3592.5,   4 day avg ,                    na,  
2004-12-17   ,     6144.0,   5 day avg ,    580.000,   5 day avg 
2004-12-10   ,    17420.0,   5 day avg ,     1880.0,   5 day avg 
2004-12-03   ,    16490.0,   5 day avg ,    300.000,   5 day avg 
2004-11-26   ,    16157.5,   4 day avg ,                    na,  
2004-11-19   ,    15092.0,   5 day avg ,                    na,  
2004-11-12   ,    14140.0,   5 day avg ,                    na,  
2004-11-05   ,    13997.5,   4 day avg ,                    na,  
2004-10-29   ,    13850.0,   5 day avg ,                    na,  
2004-10-22   ,    14470.0,   5 day avg ,                    na,  
2004-10-15   ,    14355.0,   4 day avg ,                    na,  
2004-10-08   ,    12798.0,   5 day avg ,                    na,  
2004-10-01   ,    12586.0,   5 day avg ,                    na,  
2004-09-24   ,    11540.0,   3 day avg ,                    na,  
2004-09-17   ,    12736.0,   5 day avg ,     1960.0,   5 day avg 
2004-09-10   ,    23990.0,   5 day avg ,     9050.0,   5 day avg 
2004-09-03   ,    25442.0,   5 day avg ,     4010.0,   5 day avg 
2004-08-27   ,    24994.0,   5 day avg ,    480.000,   5 day avg 
2004-08-20   ,    25166.0,   5 day avg ,                    na,  
2004-08-13   ,    24948.0,   5 day avg ,                    na,  
2004-08-06   ,    24830.0,   5 day avg ,                    na,  
2004-07-30   ,    24674.0,   5 day avg ,                    na,  
2004-07-23   ,    24427.5,   4 day avg ,                    na,  
2004-07-16   ,    24072.0,   5 day avg ,                    na,  
2004-07-09   ,    22810.0,   5 day avg ,                    na,  
2004-07-02   ,    18714.0,   5 day avg ,                    na,  
2004-06-25   ,    17518.0,   5 day avg ,                    na,  
2004-06-18   ,    18868.2,   5 day avg ,     2850.0,   5 day avg 
2004-06-11   ,    32467.4,   5 day avg ,     8330.0,   5 day avg 
2004-06-04   ,    31472.2,   5 day avg ,                    na,  
2004-05-28   ,    30248.0,   5 day avg ,                    na,  
2004-05-21   ,    29702.6,   5 day avg ,                    na,  
2004-05-14   ,    25191.2,   5 day avg ,                    na,  
2004-05-07   ,    20843.0,   2 day avg ,                    na,  
2004-04-30   ,    20103.0,   4 day avg ,                    na,  
2004-04-23   ,    17923.4,   5 day avg ,                    na,  
2004-04-16   ,    16945.0,   5 day avg ,                    na,  
2004-04-09   ,    15960.0,   5 day avg ,                    na,  
2004-04-02   ,    15248.8,   5 day avg ,                    na,  
2004-03-26   ,    14791.8,   5 day avg ,                    na,  
2004-03-19   ,    17653.6,   5 day avg ,     2540.4,   5 day avg 
2004-03-12   ,    39171.8,   5 day avg ,     5238.6,   5 day avg 
2004-03-05   ,    40271.0,   5 day avg ,    460.000,   5 day avg 
2004-02-27   ,    38640.0,   5 day avg ,                    na,  
2004-02-20   ,    38080.0,   5 day avg ,                    na,  
2004-02-13   ,    37625.0,   4 day avg ,                    na,  
2004-02-06   ,    36840.0,   5 day avg ,                    na,  
2004-01-30   ,    34070.0,   5 day avg ,                    na,  
2004-01-23   ,    29860.0,   5 day avg ,                    na,  
2004-01-16   ,    28062.5,   4 day avg ,                    na,  
2004-01-09   ,    26220.0,   5 day avg ,                    na,  
2004-01-02   ,    24850.0,   2 day avg ,                    na,  
2003-12-26   ,    24175.0,   4 day avg ,                    na,  
2003-12-19   ,    26835.2,   5 day avg ,     4450.0,   5 day avg 
2003-12-12   ,    40991.2,   5 day avg ,    14780.0,   5 day avg 
2003-12-05   ,    41778.2,   5 day avg ,                    na,  
2003-11-28   ,    42367.0,   4 day avg ,                    na,  
2003-11-21   ,    42050.0,   5 day avg ,                    na,  
2003-11-14   ,    41466.0,   5 day avg ,                    na,  
2003-11-07   ,    40930.0,   4 day avg ,                    na,  
2003-10-31   ,    35795.2,   5 day avg ,                    na,  
2003-10-24   ,    28320.0,   5 day avg ,                    na,  
2003-10-17   ,    22462.8,   4 day avg ,                    na,  
2003-10-10   ,    15480.6,   5 day avg ,                    na,  
2003-10-03   ,     6040.0,   5 day avg ,                    na,  
2003-09-26   ,     2250.0,   4 day avg ,                    na,  
2003-09-19   ,     1975.0,   4 day avg ,                    na,  
2003-09-12   ,    31770.0,   5 day avg ,    900.600,   5 day avg 
2003-09-05   ,    31610.0,   5 day avg ,     1.0000,   5 day avg 
2003-08-29   ,    31280.0,   5 day avg ,     1.0000,   5 day avg 
2003-08-22   ,    29310.0,   5 day avg ,     1.0000,   5 day avg 
2003-08-15   ,    28410.0,   5 day avg ,     1.0000,   5 day avg 
2003-08-08   ,    27960.0,   5 day avg ,     1.0000,   5 day avg 
2003-08-01   ,    26450.0,   5 day avg ,     1.0000,   5 day avg 
2003-07-25   ,    24475.0,   4 day avg ,     1.0000,   4 day avg 
2003-07-18   ,    23030.0,   5 day avg ,     0.8000,   5 day avg 
2003-07-11   ,    21630.0,   5 day avg ,                    na,  
2003-07-04   ,    19980.0,   5 day avg ,                    na,  
2003-06-27   ,    15540.0,   5 day avg ,                    na,  
2003-06-20   ,    10852.0,   5 day avg ,    900.000,   5 day avg 
2003-06-13   ,    14420.0,   5 day avg ,     1840.0,   5 day avg 
2003-06-06   ,    12860.0,   5 day avg ,                    na,  
2003-05-30   ,    10428.0,   5 day avg ,                    na,  
2003-05-23   ,     8306.0,   5 day avg ,                    na,  
2003-05-16   ,     6530.0,   5 day avg ,                    na,  
2003-05-09   ,     3110.0,   1 day avg ,                    na,