News File

TFX to launch Six-month Euroyen LIBOR Futures

(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%)
(Minimum Tick Size = \1,250)

0.005(0.005%)
(Minimum Tick Size = \1,250)

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)
12:30~15:30 (Day Session)
15:30~20:00 (Evening Session)

Same



For more information, contact
Tokyo Financial Exchange, Inc.
Institutional Marketing Group

Tel

: (03)4578-2438

E-mail

URL

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