HOME>Products>Listed Products : Six-Month Euroyen LIBOR futures
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| Listed Product | Six-Month Euroyen LIBOR futures | |
|---|---|---|
| Trading unit | ¥100,000,000 (Notional principal amount) | |
| Price quotation | 100 minus rate of interest | |
| Tick size & value | 0.0025 (¥1,250) | |
| Contract months | 20 quarterly months and 2 serial
months |
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| Last trading day | Two London Business days prior to the third Wednesday of the contract month | |
| Final settlement date |
The second business day following the last trading day | |
| Final settlement | Cash settlement The final settlement price is 100 minus 6 month
Euroyen LIBOR announced by the British Bankers
Association on two London Business days prior
to the third Wednesday of the contract month
rounded to the 4th decimal place. For example, if LIBOR is 0.12786%, the final settlement price is 99.8721(100 minus 0.1279) |
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| Trading hours (JST) |
8:30 - 8:45 | Pre-open period (Order entry without execution) |
| 8:45 - 11:30 | Day(morning) session (Cleared as today's trade) | |
| 11:30 - 12:30 | Restricted period (Cancel and volume cutback only) | |
| 12:30 - 15:30 | Day(afternoon) session (Cleared as today's trade) | |
| 15:30 - 20:00 | Evening session (Cleared as the next day's trade) | |
| Trading hours for the contract on its last trading day (JST) |
8:30 - 8:45 | Pre-open period |
| 8:45 - 11:30 | Day(morning) session | |
| 11:30 - 12:30 | Restricted period | |
| 12:30 - 15:30 | Day(afternoon) session | |
| 15:30 - 20:00 | Evening session ※ ※ During the time when Daylight Saving time is applied in British, evening session last at 19:00. |
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