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Historical Data

Data Downloading

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
exsel 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
exsel Three-month Euroyen futures 4,863KB Apr 28 , 2003 -
exsel Options on Three-month Euroyen futures 988KB Apr 28 , 2003 -
exsel > January 5 , 2009 - December 30 , 2009 7,063KB
exsel > January 4 , 2008 - December 30 , 2008 7,341KB
exsel > January 4 , 2007 - December 28 , 2007 5,993KB
exsel > January 4 , 2006 - December 29 , 2006 5,562KB
exsel > January 4 , 2005 - December 30 , 2005 5,066KB
exsel > January 5 , 2004 - December 30 , 2004 5,156KB
exsel > April 28 , 2003 - December 30 , 2003 3,174KB
excel Over-Night Call Rate futures 817.0KB Dec 3 , 2008 -
excel Spot-Next Repo Rate futures 810.0KB Dec 3 , 2008 -
exsel U.S. Dollar-Japanese Yen Exchange Forex
Margin contracts
120.0KB Jul 1 , 2005 -
exsel Euro-Japanese Yen Exchange Forex
Margin contracts
117.0KB Jul 1 , 2005 -
exsel British Pound-Japanese Yen Exchange Forex
Margin contracts
116.0KB Jul 1 , 2005 -
exsel Australian Dollar-Japanese Yen Exchange Forex
Margin contracts
116.0KB Jul 1 , 2005 -
exsel Swiss Franc-Japanese Yen Exchange Forex
Margin contracts
112.0KB Jul 1 , 2005 -
exsel Canadian Dollar-Japanese Yen Exchange Forex
Margin contracts
109.0KB Oct 24 , 2005 -
exsel  New Zealand Dollar-Japanese Yen Exchange Forex
Margin contracts
109.0KB Oct 24 , 2005 -
??????? South Africa Rand/Japanese Yen Exchange Forex
Margin contracts
46.0KB 2008.10.27~
??????? Norway Krone /Japanese Yen Exchange Forex Margin contracts 46.0KB 2008.10.27~
??????? Hong Kong Dollar /Japanese Yen Exchange Forex Margin contracts 46.0KB 2008.10.27~
??????? Sweden Krone /Japanese Yen Exchange Forex margin contracts 46.0KB 2008.10.27~
??????? Poland Zloty /Japanese Yen Exchange Forex Margin contracts 46.0KB 2008.10.27~
??????? Euro/U.S. Dollar Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? British Pound /U.S. Dollar Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? British Pound/Swiss Franc Exchange Forex Margin contracts 66.0KB 2008.10.27~
??????? U.S. Dollar/Swiss Franc Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? U.S. Dollar/Canadian Dollar Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? Australian Dollar/U.S. Dollar Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? Euro/Swiss Franc Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? Euro/British Pound Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? New Zealand Dollar/U.S. Dollar Exchange Forex Margin contracts 69.0KB 2008.10.27~
??????? Euro/Australian Dollar Exchange Forex Margin contracts 68.0KB 2008.10.27~
??????? British Pound/Australian Dollar Exchange Forex Margin contracts 68.0KB 2008.10.27~
exsel Short and Long positions on Exchange Forex
Margin contracts
202.0KB Jul 10 , 2006 -
Please "right click" to save data.
Products File Size Term
exsel U.S. Dollar - Japanese Yen currency futures 336KB Apr 28 , 2003 -
Dec 19 , 2005
exsel Three-month Euroyen LIBOR futures 1,308KB Apr 28 , 2003 -
Dec 19 , 2005
exsel 5 year \ Swapnote ™ 222KB Apr 28 , 2003 -
Mar 19 , 2007
exsel 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.

Matters That Require Attention

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 ;

  1. Create a directory on a hard disk drive
  2. Move the archived file to the created directory
  3. Double-Click the archived file
  4. The file will be unarchived on the directory

File Format

Data fields will be showed from the left on an unarchived file as follows:

  1. Date (yyyymmdd)
  2. Product Code (see above)
  3. Contract Month (yymm)
  4. Type ("0" for futures, "1" for Put, "2" for Call)
  5. Strike Price ("00000000" for futures)
  6. Night Session *Opening *High *Low *Closing *Trading Volume
  7. Day Session *Opening *High *Low *Closing *Trading Volume
  8. Night & Day *Opening *High *Low *Closing *Trading Volume
  9. Settlement Price
  10. Open Interest
  11. Exercised Volume
  12. 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.

Market Information

MARKET INFORMATION

  • MARKET INFORMATION (PREVIOUS DAY)

TRANSITIVE CHART

  • TRADING VOLUME AND OPEN INTEREST
  • MONTHLY MOVEMENTS AND CHARTS

TRADING-RELATED DATA

  • TFX DAILY STATISTICS REPORT
  • MONTHLY/ANNUAL STATISTICS
  • HISTORICAL DATA
  • LEADING CONTRACT MONTHS
  • FINAL SETTLEMENT PRICES OF O/N CALL RATE FUTURES

CLEARING-RELATED DATA

  • SPANR PARAMETER VALUES
  • SPANR PARAMETER FILE (DOWNLOAD)
  • ELIGIBLE SECURITIES AS MARGINS

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