News File
Reduction of Block Trade Minimum Volume Threshold
(25 June 2012)
The Exchange has determined that the Block Trade Minimum Volume thresholds for the interest rate futures and options contracts shall be reduced with effect from Monday 2 July 2012.
The current and revised Block Trade Thresholds are shown below:
Contracts |
Current Minimum Volume Thresholds |
Revised Minimum Volume Thresholds |
Three-month Euroyen Futures |
250 lots |
100 lots |
Six-month Euroyen Libor Futures |
250 lots |
100 lots |
Over-Night Call Rate Futures |
250 lots |
100 lots |
Options on Three-month Euroyen Futures |
500 lots |
100 lots |
For more information, contact
Tokyo Financial Exchange, Inc.
Fixed Income Market Planning Group, Market Development Department
TEL : 81-3-4578-2451
E-mail : info@tfx.co.jp
URL : http://www.tfx.co.jp/en
