TFX Historical Database

Leading Contract Month and Triger on intraday additional margin call

Leading contract month of Three-month TONA futures and triggering on intraday additional margin call

・For the time being, leading contract month of Three-month TONA futures is the 2nd contract month.
---The transition from the leading contract month to the next leading contract month shall be made on the business day following the last trading day of the 1st contract month.
・For the time being, the 2nd contract month of Three-month TONA futures is the standard contract for triggering on intraday additional margin call.
---Please refer to the SPAN® Parameter Trigger on intraday additional margin call.