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HOME>Products>Listed Products : Six-Month Euroyen LIBOR futures

Three-month Euroyen futures

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
Note1 :
Serial months are the months other than March, June, September and December. For example, as of April 1 , the serial months to be listed are Aplil and May, as of May 1, May and July, as of June 1, July and August.

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
Note1 :

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)

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.
Products
  • THREE-MONTH EUROYEN FUTURES
  • OPTIONS ON THREE-MONTH EUROYEN FUTURES
  • SIX-MONTH EUROYEN LIBOR FUTURES
  • OVER-NIGHT CALL RATE FUTURES
  • EXCHANGE FOREX MARGIN CONTRACTS
  • EXCHANGE EQUITY INDEX MARGIN CONTRACTS

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