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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 )

Products		Term
	Three-month Euroyen futures Settlement Price	Past 40 Business Days
	Three-month Euroyen futures Official Closing Price	Past 40 Business Days
	Three-month Euroyen Futures Trading Volume and Open Interest	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.

Products		File Size	Term
	U.S. Dollar - Japanese Yen currency futures	336KB	Apr 28 , 2003 - Dec 19 , 2005
	Three-month Euroyen LIBOR futures	1,308KB	Apr 28 , 2003 - Dec 19 , 2005
	5 year \ Swapnote ™	222KB	Apr 28 , 2003 - Mar 19 , 2007
	10 year \ Swapnote ™	222KB	Apr 28 , 2003 - Mar 19 , 2007

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".

Products	File Size
Ey for Three-month Euroyen futures	582KB
Ley for Three-month Euroyen LIBOR futures	9KB
Op for Options on Three-month Euroyen futures	36KB

Please "right click" to save data.

Archived Files (Term: July.1989 - December. 2001)

Products	File Size
Ey for Three-month Euroyen futures	604KB
Ley for Three-month Euroyen LIBOR futures	30.5KB
Ey1y for One-year Euroyen futures	13KB
Ud for U.S. Dollar - Japanese Yen currency futures	97.2KB
Op for Options on Three-month Euroyen futures	436KB

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.