EuroYen Futures are traded on the Chicago Mercantile Exchange. Each contract is for Euroyen Time deposit having a principal value of 100,000,000 Japanese yen with a three-month maturity.. Prices are quoted in Quoted in terms of the IMM One-Month TIBOR index points or 100 minus the depost rate on an annual basis over a 360 day year (e.g., a deposit rate of 7.20 shall be quoted as 92.80). One basis point = 2,500 Yen. One-quarter of one basis point (.0025 = 625 yen per contract) for nearest four futures delivery months. .
EuroYen Futures contracts exist for the months of March (H), June (M), September (U) and December (Z). The deliverable product for EuroYen is One-half of one basis point (0.005 = 1,250 yen per contract) for all other contract months.
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.