HOME>Products>Listed Products : Over-Night Call Rate Futures
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| Listing date | 2007.12.3 | |
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| Underlying asset | Average Uncollateralized Overnight Call Rate (Final results) released by the Bank Of Japan (BOJ) over the interval between the BOJ Monetary Policy Meetings (MPMs) which TFX designates(*) | |
| Trading unit | ¥300,000,000 (Notional principal amount) | |
| Price quotation | 100 minus rate of interest | |
| Tick size & Value | 0.005 | |
| ¥ 1,250 (¥300,000,000 × 0.005% × 30 / 360= ¥1,250) | ||
| Contract month | First 6 calendar months | |
| Last trading day | The last day of the BOJ MPM which TFX designates(*) | |
| Final settlement day | The second business day following the last trading day | |
| Final settlement | Cash settlement | |
| Final settlement price | 100 minus the average Uncollateralized Over-Night Call Rate (final results) in the contract month released by BoJ over the interval between the BOJ MPMs which TFX designates, rounded to the nearest 3rd decimal place(*) | |
| Trading hours (JST) |
8:30 - 8:45 | Pre-open |
| 8:45 - 11:30 | Day session | |
| 11:30 - 12:30 | Restricted period | |
| 12:30 - 15:30 | Day session | |
| 15:30 - 20:00 | Evening session | |
| Trading hours for the contract on its last trading day (JST) |
8:30 - 8:45 | Pre-open |
| 8:45 - 11:30 | Day session | |
| 11:30 - 12:30 | Restricted period | |
| 12:30 - 15:30 | Day session | |
(*)Current designations of the BOJ MPMs and the interval between the BOJ MPMs