News File
(21 December 2011)
Tokyo Financial Exchange (TFX) will launch a six month LIBOR Euroyen futures
contract on 30th January 2012.
The contract specification for six month LIBOR Euroyen Futures contracts is as
follows:
6 Month Euroyen LIBOR Futures |
3 Month Euroyen Futures |
|
Underlying Asset |
6 Month LIBOR (BBA) |
3 Month TIBOR (JBA) |
Trading Unit |
\100,000,000 |
Same |
Price quotation |
100 minus rate of interest |
100 minus rate of interest |
Minimum Tick Size |
0.0025(0.0025%) |
0.005(0.005%) |
Contract months |
20 quarterly months and 2 nearest serial months |
Same |
Last Trading Day |
2 London business days prior to the 3rd Wednesday |
2 Tokyo business days prior to the 3rd Wednesday |
Trading Hours(JST) |
8:45~11:30 (Day Session) |
Same |
Tel |
: (03)4578-2438 |
|
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URL |