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- Taiwan Futures Exchange
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Frequency :
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PVO
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Derivatives Class :
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Options |
Other Derivatives |
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14th floor, 100, Roosevelt Road, Sec.2 Taipei, 100, Taiwan, R.O.C. Telephone (02) 2369-5678 Fax: (02) 2365-1010
10-year Government Bond (GBF).
http://www.taifex.com.tw/eng/eng_home.htm
Column ( 1) 10-year Government Bond (GBF) maturity 1.
Nearest maturity
. Number of observations : 61
Column ( 2) 10-year Government Bond (GBF) maturity 2.
2nd maturity
. Number of observations : 61
Column ( 3) 10-year Government Bond (GBF) maturity 3.
3rd maturity
. Number of observations : 61
Column ( 4) 10-year Government Bond (GBF) maturity 4.
4th maturity
. Number of observations : 1
Column ( 5) 10-year Government Bond (GBF) maturity 5.
5th maturity
. Number of observations : 1
Column ( 6) 10-year Government Bond (GBF) maturity 6.
6th maturity
. Number of observations : 1
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 jan 20, 1:27 am |
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10-year Government Bond (GBF) . Futures . Average Open Interest
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, 10-year Government Bon ,, 10-year Government Bon ,, 10-year Government Bon ,, 10-year Government Bon ,, 10-year Government Bon ,, 10-year Government Bon ,
, d (GBF) ,, d (GBF) ,, d (GBF) ,, d (GBF) ,, d (GBF) ,, d (GBF) ,
, GBF1st ,, GBF2nd ,, GBF3rd ,, GBF4th ,, GBF5th ,, GBF6th ,
, 10-year Government Bon ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, d (GBF); Nearest expir ,, ,, ,, ,, ,, ,
, ation ,, ,, ,, ,, ,, ,
, Jan.2004 to Jan.19.2009,, Jan.2004 to Jan.19.2009,, Jan.2004 to Jan.19.2009,, Jan.2006 to Jan.20.2006,, Jan.2006 to Jan.20.2006,, Jan.2006 to Jan.20.2006,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2009-01 , 4.923, 13 day avg , 47.538, 13 day avg , 1.923, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-12 , 7.409, 22 day avg , 22.957, 23 day avg , 5.696, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-11 , 9.000, 20 day avg , 2.950, 20 day avg , 4.250, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-10 , 9.955, 22 day avg , 2.045, 22 day avg , 2.000, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-09 , 10.450, 20 day avg , 8.857, 21 day avg , 1.810, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-08 , 1.048, 21 day avg , 19.000, 21 day avg , 0.143, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-07 , 5.591, 22 day avg , 84.318, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-06 , 11.350, 20 day avg , 27.857, 21 day avg , 14.714, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-05 , 20.667, 21 day avg , 6.524, 21 day avg , 27.429, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-04 , 21.286, 21 day avg , 3.000, 21 day avg , 14.619, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-03 , 18.000, 20 day avg , 13.667, 21 day avg , 4.048, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-02 , 4.857, 14 day avg , 24.071, 14 day avg , 1.357, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-01 , 6.682, 22 day avg , 9.455, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-12 , 14.550, 20 day avg , 4.190, 21 day avg , 1.238, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-11 , 35.864, 22 day avg , 4.545, 22 day avg , 4.091, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-10 , 37.591, 22 day avg , 4.818, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-09 , 64.412, 17 day avg , 23.222, 18 day avg , 4.000, 18 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-08 , 151.130, 23 day avg , 36.652, 23 day avg , 4.652, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-07 , 144.318, 22 day avg , 37.818, 22 day avg , 0.636, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-06 , 121.368, 19 day avg , 95.350, 20 day avg , 17.550, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-05 , 94.273, 22 day avg , 178.455, 22 day avg , 39.000, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-04 , 120.100, 20 day avg , 228.600, 20 day avg , 36.300, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-03 , 149.227, 22 day avg , 181.522, 23 day avg , 99.870, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-02 , 297.167, 12 day avg , 104.917, 12 day avg , 132.917, 12 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-01 , 231.409, 22 day avg , 63.818, 22 day avg , 55.545, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-12 , 104.600, 20 day avg , 148.429, 21 day avg , 95.095, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-11 , 23.955, 22 day avg , 126.500, 22 day avg , 117.864, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-10 , 56.700, 20 day avg , 71.000, 20 day avg , 62.700, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-09 , 15.200, 20 day avg , 8.095, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-08 , na, 23 day avg , 5.435, 23 day avg , na, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-07 , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-06 , 21.238, 21 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-05 , 41.476, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-04 , 49.105, 19 day avg , 0.158, 19 day avg , na, 19 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-03 , 22.591, 22 day avg , 0.739, 23 day avg , 0.261, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-02 , 29.824, 17 day avg , na, 17 day avg , 1.000, 17 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-01 , 21.222, 18 day avg , na, 18 day avg , 1.000, 18 day avg , 21.000, 15 day avg , na, 15 day avg , 1.000, 15 day avg
2005-12 , 18.905, 21 day avg , 0.455, 22 day avg , 0.091, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-11 , 38.455, 22 day avg , 0.409, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-10 , 25.750, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-09 , 11.250, 20 day avg , 2.143, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-08 , 23.955, 22 day avg , 4.091, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-07 , 28.050, 20 day avg , 1.000, 20 day avg , na, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-06 , 109.714, 21 day avg , 7.864, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-05 , 345.714, 21 day avg , 23.238, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-04 , 258.000, 20 day avg , 14.550, 20 day avg , na, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-03 , 141.227, 22 day avg , 16.783, 23 day avg , na, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-02 , 114.923, 13 day avg , 6.692, 13 day avg , na, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-01 , 113.571, 21 day avg , 3.000, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-12 , 158.000, 22 day avg , 7.609, 23 day avg , 0.783, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-11 , 623.318, 22 day avg , 13.045, 22 day avg , 3.000, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-10 , 518.850, 20 day avg , 16.900, 20 day avg , 1.400, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-09 , 529.950, 20 day avg , 166.429, 21 day avg , 4.857, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-08 , 626.050, 20 day avg , 437.600, 20 day avg , 6.950, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-07 , 676.727, 22 day avg , 286.955, 22 day avg , 1.818, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-06 , 387.150, 20 day avg , 266.190, 21 day avg , 24.333, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-05 , 309.857, 21 day avg , 269.048, 21 day avg , 1.667, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-04 , 479.591, 22 day avg , 44.955, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-03 , 262.273, 22 day avg , 159.739, 23 day avg , 1.739, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-02 , 545.600, 20 day avg , 163.500, 20 day avg , 1.750, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-01 , 400.400, 15 day avg , 75.467, 15 day avg , 0.200, 15 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
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