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(
21
December
2011
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| TFX to launch Six-month Euroyen LIBOR Futures
|
Tokyo Financial Exchange (TFX) will launch a six month LIBOR Euroyen futures
contract on 30th January 2012.
The contract specification for six month LIBOR Euroyen Futures contracts is as
follows:
|
6 Month Euroyen LIBOR Futures |
3 Month Euroyen Futures |
Underlying Asset |
6 Month LIBOR (BBA) |
3 Month TIBOR (JBA) |
Trading Unit |
\100,000,000 |
Same |
Price quotation |
100 minus rate of interest |
100 minus rate of interest |
Minimum Tick Size |
0.0025（0.0025％）
(Minimum Tick Size = \1,250) |
0.005（0.005％）
(Minimum Tick Size = \1,250) |
Contract months |
20 quarterly months and 2 nearest serial months |
Same |
Last Trading Day |
2 London business days prior to the 3rd Wednesday |
2 Tokyo business days prior to the 3rd Wednesday |
Trading Hours(JST) |
8：45〜11：30 (Day Session)
12：30〜15：30 (Day Session)
15：30〜20：00 (Evening Session) |
Same |
For more information, contact
Tokyo Financial Exchange, Inc.
Institutional Marketing Group
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