HOME>Market Information>Historical Data
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| Products | Term | |
|---|---|---|
 |
Three-month Euroyen futures Settlement Price | Past 40 Business Days |
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Three-month Euroyen futures Official Closing Price | Past 40 Business Days |
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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.
| Please "right click" to save data. |
| Products | File Size | Term | |
|---|---|---|---|
|
U.S. Dollar - Japanese Yen currency futures | 336KB | Apr 28 , 2003 - Dec 19 , 2005 |
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Three-month Euroyen LIBOR futures | 1,308KB | Apr 28 , 2003 - Dec 19 , 2005 |
|
5 year \ Swapnote ™ | 222KB | Apr 28 , 2003 - Mar 19 , 2007 |
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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
| 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.
