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.

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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Three-month Euroyen Futures Leading contract months Trends

List of leading contract months of Three-month Euroyen futures since its launch.

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Trading Calendar

First and last trading days as well as settlement days 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
July 20,2017(PDF File :54KB) Uploaded:07/20/2017
July 19,2017(PDF File :54KB) Uploaded:07/19/2017
July 18,2017(PDF File :54KB) Uploaded:07/18/2017
July 14,2017(PDF File :54KB) Uploaded:07/14/2017
July 13,2017(PDF File :54KB) Uploaded:07/13/2017
Year Month Day
Interest Rate Futures products: Trading volume, Open Interest
July 20,2017(CSV File:104KB) Uploaded:07/20/2017
July 19,2017(CSV File:104KB) Uploaded:07/19/2017
July 18,2017(CSV File:104KB) Uploaded:07/18/2017
July 14,2017(CSV File:104KB) Uploaded:07/14/2017
July 13,2017(CSV File:104KB) Uploaded:07/13/2017
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

Contract Months

Data Item


*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. 2008 -)

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 (1999 - 2015)

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

PDF File (Approx. 2MB)

Year

Trading data (Previous day)

Available information: previous day's trading volume, open interest, settlement price and open/high/low/closing prices by products.

Trading data (last 5 business days)

last 5 days' trading volume, open interest, settlement price and open/high/low/closing prices by products.

Three-month Euroyen Futures Settlement Prices (for all contract months)

Settlement prices for all contract months of past 40 business days (CSV File)

File

Three-month Euroyen Futures Official Closing Prices (for all contract months)

Official closing prices for all contract months of past 40 business days (CSV File)

File

Three-month Euroyen Futures Trading Volume & Open Interest

Trading Volume & Open Interest of Three-month Euroyen Futures of past 40 business days (CSV File)

File

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)
2003.4.28~2009.12.30
2012.1.30~
2007.12.3~2012.4.20
2003.4.28~2007.3.19
2003.4.28~2007.3.19
2003.4.28~2005.12.19
2003.4.28~2005.12.19
2002.1.~2003.4.25
2002.1.~2003.4.25
2002.1.~2003.4.25
Launch~2001.12
Launch~2001.12
Launch~2001.12
Launch~2001.12
Launch~2001.12

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