Individual contract OHLC, Volume, Open Interest data (2000-2022)
Dataset Description
Contract months: Mar (H), Jun (M), Sep (U), Dec (Z)
Contract description can be found at: https://www.cmegroup.com/markets/fx/g10/japanese-yen.contractSpecs.html
Note that Open Interest is always reported for the previous trading day, to avoid lookahead bias.
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