

Notes on usage of this page
The layout, content, and file format of "Historical Data" has been changed with the implementation of the new system (April 28, 2003). Please refer to "To use the Data" for usage of data prior to April 25, 2003. Although we do not place restrictions to the usage of this data (including making copies), the data is to be used at one's own responsibility. While every effort has been taken to ensure the information contained is correct, TFX makes no guarantee the accuracy or correctness of the information.
Excel Files (Term: Past 40 Business Days )
| Please "right click" to save data. |
Excel Files (Term: April 28, 2003 - )
Please refer below for Historical Data after April 28, 2003.
| Products |
File Size |
Term |
 |
Three-month Euroyen futures |
|
Apr 28 , 2003 - |
 |
Options on Three-month Euroyen futures |
|
Apr 28 , 2003 - |
 |
> January 4 , 2011 - December 30 , 2011 |
5.50MB |
 |
> January 4 , 2010 - December 30 , 2010 |
5.54MB |
 |
> January 5 , 2009 - December 30 , 2009 |
6.89MB |
 |
> January 4 , 2008 - December 30 , 2008 |
7.87MB |
 |
> January 4 , 2007 - December 28 , 2007 |
5.85MB |
 |
> January 4 , 2006 - December 29 , 2006 |
5.43MB |
 |
> January 4 , 2005 - December 30 , 2005 |
4.94MB |
 |
> January 5 , 2004 - December 30 , 2004 |
5.03MB |
 |
> April 28 , 2003 - December 30 , 2003 |
3.09MB |
 |
Six-month Euroyen LIBOR futures
|
|
Jan 30 , 2012 - |
 |
Over-Night Call Rate futures
|
|
Dec 3 , 2008 - |
 |
Spot-Next Repo Rate futures
|
|
Dec 3 , 2008 - |
 |
U.S. Dollar-Japanese Yen Exchange Forex
Margin contracts |
|
Jul 1 , 2005 - |
 |
Euro-Japanese Yen Exchange Forex
Margin contracts |
|
Jul 1 , 2005 - |
 |
British Pound-Japanese Yen Exchange Forex
Margin contracts |
|
Jul 1 , 2005 - |
 |
Australian Dollar-Japanese Yen Exchange Forex
Margin contracts |
|
Jul 1 , 2005 - |
 |
Swiss Franc-Japanese Yen Exchange Forex
Margin contracts |
|
Jul 1 , 2005 - |
 |
Canadian Dollar-Japanese Yen Exchange Forex
Margin contracts |
|
Oct 24 , 2005 - |
 |
New Zealand Dollar-Japanese Yen Exchange Forex
Margin contracts |
|
Oct 24 , 2005 - |
 |
South Africa Rand/Japanese Yen Exchange Forex
Margin contracts |
|
2008.10.27~ |
 |
Norway Krone /Japanese Yen
Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Hong Kong Dollar /Japanese Yen Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Sweden Krone /Japanese Yen Exchange Forex margin contracts |
|
2008.10.27~ |
 |
Poland Zloty /Japanese Yen Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Chinese Yuan /Japanese Yen Exchange Forex Margin contracts |
|
2011.08.01~ |
 |
Korean Won /Japanese Yen Exchange Forex Margin contracts |
|
2011.08.01~ |
 |
Indian Rupee/Japanese Yen Exchange Forex Margin contracts |
|
2011.08.01~ |
 |
Euro/U.S. Dollar Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
British Pound /U.S. Dollar Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
British Pound/Swiss Franc Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
U.S. Dollar/Swiss Franc Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
U.S. Dollar/Canadian Dollar Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Australian Dollar/U.S. Dollar Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Euro/Swiss Franc Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Euro/British Pound Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
New Zealand Dollar/U.S. Dollar Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Euro/Australian Dollar Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
British Pound/Australian Dollar Exchange Forex Margin contracts |
|
2008.10.27~ |
 |
Nikkei
225 Margin contracts Exchange Equity Index Margin contracts |
|
2010.11.22~ |
 |
DAX®Margin
contracts Exchange Equity Index Margin contracts |
|
2010.11.22~ |
 |
FTSE
100 Margin contracts Exchange Equity Index Margin contracts |
|
2010.11.22~ |
 |
FTSE China 25 Margin contracts |
|
2010.12.13~ |
 |
Short and Long positions on Exchange Forex Margin contracts |
|
Jul 10 , 2006 - |
| Please "right click" to save data. |
Please "right click" to save data.
Unarchived Files (Term: January 4, 2002- April 25, 2003)
Please refer below for Historical Data prior to April 25, 2003. Upon usage, please refer to "To use the Data".
Please "right click" to save data.
Archived Files (Term: July.1989 - December. 2001)
Please "right click" to save data.

File Names, Product Names & Codes
File's names are as follows;
| Archived file |
<product name>.exe |
Unarchived file for futures |
Fyy.<product.code> |
| for options |
Oyy01.<product.code> or Oyy02.<product.code> |
Product names
| Ey.exe |
Three-month Euroyen futures |
| Ley.exe |
Three-month Euroyen LIBOR futures |
| Ey1y.exe |
One-year Euryoen futures |
| Ud.exe |
U.S. Dollar - Japanese Yen currency futures |
| Op.exe |
Options on Three-month Euroyen futures |
Product codes
| 001 |
Three-month Euroyen futures |
| 003 |
One-year Euroyen futures (until Jun 1998) and Three-month Euroyen LIBOR futures (from Mar 1999) |
| 051 |
U.S. Dollar - Japanese Yen currency futures |
| 101 |
Options on Three-month Euroyen futures |
The unarchived files have the contract data which has Settlement Price. The options are recorded on half-yearly basis.
To Use the Data
The archived files are need to be unarchived before use.
Please follow the procedures below ;
- Create a directory on a hard disk drive
- Move the archived file to the created directory
- Double-Click the archived file
- The file will be unarchived on the directory
File Format
Data fields will be showed from the left on an unarchived file as follows:
- Date (yyyymmdd)
- Product Code (see above)
- Contract Month (yymm)
- Type ("0" for futures, "1" for Put, "2" for Call)
- Strike Price ("00000000" for futures)
- Night Session *Opening *High *Low *Closing *Trading Volume
- Day Session *Opening *High *Low *Closing *Trading Volume
- Night & Day *Opening *High *Low *Closing *Trading Volume
- Settlement Price
- Open Interest
- Exercised Volume
- Average Volatility(since April 8,1996)
Though TFX has made every effort to ensure the accuracy of information contained in this document and the statistical record files, TFX assumes no responsibility for any errors or omissions.
TFX introduced Half-Tick Pricing on 26th October, 1999. After introducing the scheme, prices of following products* is to be added one digit.
* Three-month Euroyen futures, Three-month Euroyen LIBOR futures, and Options on Three-month Euroyen futures.
The data of evening session is included in the trading on next day.
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