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HOME>Products>Listed Products : Spot-Next Repo Rate Futures

Over-Night Call Rate Futures

Listing date 2007.12.3
Underlying asset The monthly average of GC Spot-Next Repo Rate (Tokyo Repo Rate) released by the Bank of Japan (BoJ)
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 12 calendar months
Last trading day Two business days prior to the last business day of the contract month
Final settlement day The first business day following the last trading day
Final settlement Cash settlement
Final settlement price 100 minus the monthly average of GC Spot-Next Repo Rate in the contract month released by BoJ, 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 - 11:00 Day session
Products
  • THREE-MONTH EUROYEN FUTURES
  • OPTIONS ON THREE-MONTH EUROYEN FUTURES
  • OVER-NIGHT CALL RATE FUTURES
  • OVER-NIGHT CALL RATE FUTURES
  • EXCHANGE FOREX MARGIN CONTRACTS

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