News File

Reschedule of Packs and Bundles Release

(08 November, 2017)

TFX has determined to reschedule the release date of Packs and Bundles strategies for Three-month Euroyen futures due to an issue found on the system. The new release date initially set on the end of November, 2017 and is currently targeted around February 2018. We will make a further notification once officially scheduled.

1.Packs and Bundles Contract Specifications

 
Packs
Bundles
Buying Strategy A transaction in which a series of four consecutive quarterly contract months of the same volume are purchased. The nearest quarterly contract month of each transaction shall be either the 5th, 9th, 13th or 17th contract month. A transaction in which four, eight, twelve, sixteen, or twenty consecutive quarterly contract months of the same volume are purchased.
Selling Strategy A transaction in which a series of four consecutive quarterly contract months of the same volume are sold. The nearest quarterly contract month of each execution shall be either the 5th, 9th, 13th or 17th contract month. A transaction in which four, eight, twelve, sixteen, or twenty consecutive quarterly contract months of the same volume are sold.
Quotation A quoted price shall be an average of differentials in price of each contract month from the prior day’s settlement price. A quoted price shall be an average of differentials in price of each contract month from the prior day’s settlement price.

Note:    A “quarterly month” means a contract month for which its final settlement date falls in any of March, June, September and December.

2.Contract Series


For more information, contact
Fixed Income Products Development and
Marketing Department
TEL +81-3-4578-2438
FAX +81-3-3212-5780
E-mail marketing@tfx.co.jp



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