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

For reference: Leading contract month of Three-month Euroyen futures

・The leading contract month for Three-month Euroyen futures is currently the first contract monthe (excluding serial contract months).
---If the 1st contract month is the leading contract month, the transition from the leading contract month to the next leading contract month shall be made on the last trading day of the 1st contract month.