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Trading Volume and Open Interest

  • Interest Rate Financial Futures Contracts
  • Exchange Forex Margin Contracts

Interest Rate Financial Futures Contracts

Monthly

  EY EYO
Monthly
Volume
Daily
Average
Month-end
Open
Interest
Monthly
Volume
Daily
Average
Month-end
Open
Interest
2010. 6 885,061 40,230 876,051 0 0 0
2010. 5 920,412 51,134 1,093,042 0 0 1,100
2010. 4 912,121 43,434 1,021,501 0 0 1,100
2010. 3 956,096 43,459 914,128 0 0 1,100
2010. 2 640,763 33,724 1,081,260 0 0 2,710
2010. 1 637,601 33,558 1,000,136 400 21 2,710
2009.12 1,125,342 53,588 962,534 250 12 2,310
2009.11 738,562 38,872 1,064,847 600 32 13,260
2009.10 1,150,054 54,764 1,009,200 1,100 52 12,660
2009. 9 1,079,983 56,841 967,762 1,000 53 11,960
2009. 8 1,075,696 51,224 1,124,322 0 0 12,605
2009. 7 1,053,772 47,899 1,093,449 1,160 53 12,765
2009. 6 1,385,389 62,972 1,033,863 820 37 11,605
2009. 5 1,039,122 57,729 1,270,432 10,350 575 33,457
2009. 4 1,279,262 60,917 1,120,393 3,320 158 23,357
2009. 3 1,221,320 58,158 944,291 4,056 193 22,457
2009. 2 910,771 47,935 1,344,128 1,034 54 67,139
2009. 1 1,006,747 52,987 1,295,482 8,398 442 66,473
2008.12 1,067,218 50,820 1,241,443 22,968 1,094 63,125
2008.11 883,818 49,101 1,705,342 46,005 2,556 164,196
2008.10 1,340,156 60,916 1,696,277 53,312 2,423 159,152
2008. 9 1,736,724 86,836 1,641,018 48,264 2,413 148,201
2008. 8 1,930,571 91,932 2,137,333 96,411 4,591 255,767
2008. 7 1,654,329 75,197 2,009,578 29,667 1,349 186,247
2008. 6 2,474,997 117,857 1,901,359 87,730 4,178 191,953
2008. 5 1,840,052 92,003 2,362,952 61,742 3,087 596,760
2008. 4 2,518,029 119,906 2,202,978 218,610 10,410 608,512
2008. 3 2,042,078 102,104 1,919,606 132,069 6,603 579,159
2008. 2 2,247,221 112,361 2,621,641 243,293 12,165 1,036,339
2008. 1 2,636,940 138,786 2,602,488 211,296 11,121 962,760
2007.12 2,103,876 110,730 2,215,711 207,267 10,909 866,745
2007.11 2,509,356 119,493 2,805,960 156,009 7,429 1,040,811
2007.10 2,655,940 120,725 2,703,536 351,555 15,980 996,535
2007. 9 2,363,836 131,324 2,496,237 376,430 20,913 890,259
2007. 8 5,086,511 221,153 3,107,898 741,006 32,218 923,700
2007. 7 2,892,816 137,753 3,001,326 130,240 6,202 641,751
2007. 6 4,118,686 196,128 2,773,006 357,013 17,001 593,261
2007. 5 3,567,966 169,903 3,061,164 305,673 14,556 679,883
2007. 4 3,090,646 154,532 2,572,937 242,343 12,117 511,709
2007. 3 3,000,880 142,899 2,219,386 158,519 7,549 378,477
2007. 2 3,856,049 202,950 3,032,324 402,756 21,198 792,498
2007. 1 3,705,991 195,052 2,667,219 231,862 12,203 575,224

EY : Three-Month Euroyen Futures
EYO : Options on Three-Month Euroyen Futures


  Over-Night Call Rate Futures Spot-Next Repo Rate Futures
Monthly
Volume
Daily
Average
Month-end
Open
Interest
Monthly
Volume
Daily
Average
Month-end
Open
Interest
2010. 6 0 0 0 0 0 0
2010. 5 - - - - - -
2010. 4 0 0 0 0 0 0
2010. 3 0 0 0 0 0 0
2010. 2 0 0 0 0 0 0
2010. 1 0 0 0 0 0 0
2009.12 0 0 0 0 0 0
2009.11 0 0 0 0 0 0
2009.10 0 0 0 0 0 0
2009. 9 0 0 0 0 0 0
2009. 8 0 0 0 0 0 0
2009. 7 0 0 0 0 0 0
2009. 6 0 0 0 0 0 0
2009. 5 0 0 0 0 0 0
2009. 4 0 0 0 0 0 0
2009. 3 0 0 0 0 0 0
2009. 2 0 0 0 0 0 0
2009. 1 0 0 0 0 0 0
2008.12 0 0 0 0 0 0
2008.11 0 0 0 0 0 0
2008.10 0 0 0 0 0 0
2008. 9 0 0 0 0 0 0
2008. 8 0 0 0 0 0 0
2008. 7 0 0 0 0 0 0
2008. 6 0 0 500 0 0 0
2008. 5 0 0 500 0 0 0
2008. 4 0 0 500 0 0 0
2008. 3 0 0 500 0 0 0
2008. 2 0 0 700 0 0 0
2008. 1 2,299 121 3,201 0 0 0
2007.12 2,957 156 1,902 100 5 0

Annual

  EY EYO
Annual
Volume
Daily
Average
Year-end
Open
Interest
Annual
Volume
Daily
Average
Year-end
Open
Interest
2009 13,066,020 53,770 962,534 32,088 132 2,310
2008 22,372,133 91,315 1,241,443 1,251,367 5,108 63,125
2007 38,952,553 158,990 2,215,711 3,660,673 14,942 866,745
2006 31,495,084 126,996 2,326,719 3,976,697 16,035 481,355
2005 10,977,591 44,806 1,418,937 41,204 168 32,500
2004 7,259,779 29,511 1,077,642 2,000 8 2,000
2003 4,155,800 16,962 637,813 3 0 0
2002 4,470,763 18,174 516,248 0 0 0
2001 7,624,711 30,995 648,151 13,553 55 2,302
2000 17,077,791 68,862 773,845 98,281 396 13,756
1999 14,572,255 59,479 1,125,084 271,487 1,108 40,261
1998 21,162,012 85,676 1,014,377 500,002 2,024 48,868
1997 25,523,583 104,178 1,554,497 535,895 2,187 111,918
1996 29,334,830 118,764 1,364,990 567,793 2,299 105,754
1995 36,329,959 145,903 1,216,178 361,920 1,453 44,939
1994 37,425,846 151,522 1,127,285 570,237 2,309 86,650
1993 23,386,958 95,069 1,005,426 686,514 2,791 81,595
1992 14,959,373 60,320 439,263 485,727 1,959 60,951
1991 14,665,521 59,375 252,786 332,048 2,722 27,445
1990 14,413,693 58,355 309,489 - - -
1989 4,495,076 35,394 149,961 - - -

EY : Three-Month Euroyen Futures
EYO : Options on Three-Month Euroyen Futures


  Over-Night Call Rate Futures Spot-Next Repo Rate Futures
Annual
Volume
Daily
Average
Year-end
Open
Interest
Annual
Volume
Daily
Average
Year-end
Open
Interest
2009 0 0 0 0 0 0
2008 2,299 9 0 0 0 0
2007 2,957 156 1,902 100 5 0
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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