Interest Rate Futures products: Historical Database

You can output and view historical data of TFX Interest Rate Futures products.

This is Historical Database of Interest Rate Futures products for institutional clients.
Histrorical data of FX Daily Futures contracts "Click 365" and Equity Index Daily Futures contracts "Click Kabu 365" are available on the following websites.

FX Daily Futures contracts "Click 365" Historical Data

Equity Index Daily Futures contracts "Click Kabu 365" Historical Data

Trade related data

SPAN® Parameters

The SPAN® parameter file (PDF) contains risk parameters for each interest rate futures and options product as well as their applicable period.

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SPAN® Parameter files

SPAN® Parameter files download site

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Interest Rate Futures contracts : Leading Contract Month , etc.

Describe leading contract month and triger on intraday additional margin call.

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Trading Calendar

First and last trading days ,etc. of TFX listed products.

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Interest Rate Futures products: Historical Data

Daily Statistics Report

Daily trading volume, Open/High/Low/Closing prices, and open interest (up to previous day).
Previous day's report will be uploaded before noon the following day.

Interest Rate Futures products: Daily Statistics Report
December 1,2023（PDF File :48KB） Uploaded:12/01/2023
November 30,2023（PDF File :48KB） Uploaded:11/30/2023
November 29,2023（PDF File :48KB） Uploaded:11/29/2023
November 28,2023（PDF File :48KB） Uploaded:11/28/2023
November 27,2023（PDF File :48KB） Uploaded:11/27/2023
Year Month Day
Interest Rate Futures products: Trading volume, Open Interest
December 1,2023（CSV File:100KB） Uploaded:12/01/2023
November 30,2023（CSV File:100KB） Uploaded:11/30/2023
November 29,2023（CSV File:99KB） Uploaded:11/29/2023
November 28,2023（CSV File:99KB） Uploaded:11/28/2023
November 27,2023（CSV File:99KB） Uploaded:11/27/2023
Year Month Day

Summary Data (Select product and Data Range)

Select product and data range for trading data to display as a list. You can also download selected data in CSV file.

Date Range (From March 28, 2005)

You can output/display data for maximum 3 months period at one time.
*If you would like to view trading data before March 28, 2005, please see "Historical Data of delisted / suspended products"

From

To

Current listed products

【 Suspended or delisted products 】

Data Item


List

CSV File download

*List may not be shown depending on user's (computer) environment
If you cannot display a list, try again with shorter "Date Range".

Other Historical Data

Monthly Statistics Report (Jan. 2010 -)

Available information: monthly trading volume, open interest etc.*
*Previous month’s report will be uploaded by 5th business day of the following month

PDF File (Approx. 2MB)

Year Month

Annual Statistics Report (1998 - 2015)

Available information: annual trading volume, open interest etc.
Publication of the annual report ended in 2015 version.

PDF File (Approx. 2MB)

Year

Interest Rate Futures products Trading Volume Trends

Monthly trading volume, open interest (up to previous month) and annual trading volume and end-year open interest (up to last year)

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Historical Data of delisted / suspended products

Interest Rate Futures products: Trading volume and Open interest (txt CSV format)

Ey: Three-month Euroyen Futures(Excel)

 2003.4.28～2009.12.30

Six-month Euroyen LIBOR Futures(Excel)

 2012.1.30～2014.6.30

Over-Night Call Rate Futures(Excel)

 2007.12.3～2017.7.21

GC Repo S/N Futures(Excel)

 2007.12.3～2012.4.20

5ys: 5 year \ SwapnoteTM(Excel)

 2003.4.28～2007.3.19

10ys: 10 year \ SwapnoteTM(Excel)

 2003.4.28～2007.3.19

Ley: Three-month Euroyen LIBOR futures (Excel)

 2003.4.28～2005.12.19

Ud: U.S. Dollar - Japanese Yen currency futures(Excel)

 2003.4.28～2005.12.19

Ey: Three-month Euroyen Futures(txt)

 2002.1.～2003.4.25

Ley: Three-month Euroyen LIBOR futures(txt)

 2002.1.～2003.4.25

Op: Options on Three-month Euroyen futures(txt)

 2002.1.～2003.4.25

Ey: Three-month Euroyen Futures(exe)

 Launch～2001.12

Ley: Three-month Euroyen LIBOR futures(exe)

 Launch～2001.12

Ey1y: One-year Euroyen futures(exe)

 Launch～2001.12

Ud: U.S. Dollar - Japanese Yen currency futures(exe)

 Launch～2001.12

Op: Options on Three-month Euroyen futures(exe)

 Launch～2001.12

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